+33.8%
KDP vs FPS
-25.1%
+58.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.0% | -7.7% | -0.3% |
| 7D | +2.2% | -24.5% | +26.7% | +0.7% |
| 30D | +19.9% | -52.1% | +72.0% | +16.5% |
| 3M | +21.5% | -48.4% | +69.8% | +18.3% |
| 6M | +30.1% | -54.4% | +84.5% | +24.3% |
| All | +33.8% | -25.1% | +58.9% | +25.2% |
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