+25.9%
KDP vs FRMI
-78.6%
+104.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.0% |
| 7D | -4.3% | +10.9% | -15.2% | -4.2% |
| 30D | +7.8% | -24.3% | +32.1% | +7.6% |
| 3M | -0.1% | -21.8% | +21.7% | -0.2% |
| 6M | +14.0% | -33.0% | +47.0% | +14.0% |
| YTD | +15.1% | -32.6% | +47.7% | +14.8% |
| All | +25.9% | -78.6% | +104.4% | +25.3% |
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