+47.7%
KDP vs FRMI
-92.4%
+140.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +17.5% | -15.8% | +2.0% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | +16.8% | -44.3% | +61.1% | +16.0% |
| 3M | +32.0% | -74.6% | +106.6% | +30.3% |
| 6M | +35.2% | -66.3% | +101.4% | +33.3% |
| YTD | +40.9% | -77.4% | +118.3% | +38.7% |
| 1Y | +47.7% | -91.7% | +139.4% | +49.1% |
| All | +47.7% | -92.4% | +140.0% | +49.1% |
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