+30.4%
KDP vs FRMI
-79.6%
+110.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -0.8% |
| 7D | +1.3% | +2.4% | -1.1% | +1.3% |
| 30D | +6.0% | -17.3% | +23.3% | +5.7% |
| 3M | +9.2% | -17.2% | +26.3% | +8.9% |
| 6M | +14.7% | -43.4% | +58.1% | +14.6% |
| YTD | +19.2% | -36.0% | +55.2% | +18.8% |
| All | +30.4% | -79.6% | +110.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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