+25.8%
KDP vs FRMI
-52.5%
+78.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +26.7% | -24.1% | +3.5% |
| 7D | -0.8% | +66.2% | -67.0% | +1.2% |
| 30D | +9.7% | -17.4% | +27.1% | +9.6% |
| 3M | +17.6% | -60.5% | +78.1% | +15.2% |
| 6M | +25.8% | -56.5% | +82.3% | +23.2% |
| All | +25.8% | -52.5% | +78.3% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling