+34.4%
KDP vs FPS
-13.7%
+48.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -17.3% | +23.2% | +4.7% |
| 7D | +5.3% | -23.3% | +28.7% | +4.1% |
| 30D | +19.1% | -42.4% | +61.5% | +16.7% |
| 3M | +19.2% | -43.0% | +62.2% | +16.7% |
| 6M | +29.3% | -44.5% | +73.8% | +24.2% |
| All | +34.4% | -13.7% | +48.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling