+218.0%
KDP vs FND
+70.0%
+147.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.3% |
| 7D | +8.2% | +6.8% | +1.4% | +7.2% |
| 30D | +18.4% | +13.1% | +5.3% | +16.2% |
| 3M | +29.2% | -13.1% | +42.3% | +31.3% |
| 6M | +32.3% | -0.6% | +32.8% | +31.4% |
| YTD | +38.5% | -15.5% | +54.0% | +40.0% |
| 1Y | +48.5% | -13.7% | +62.2% | +49.5% |
| 3Y | +32.5% | -35.0% | +67.5% | +34.9% |
| 5Y | +19.7% | -60.1% | +79.7% | +26.7% |
| All | +218.0% | +70.0% | +147.9% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling