+51.5%
KDP vs FRMI
-93.9%
+145.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.0% | +1.7% |
| 7D | +8.2% | -24.3% | +32.5% | +7.8% |
| 30D | +18.4% | -55.1% | +73.5% | +17.3% |
| 3M | +29.2% | -73.8% | +103.0% | +27.4% |
| 6M | +32.3% | -70.6% | +102.8% | +30.3% |
| YTD | +38.5% | -80.8% | +119.2% | +36.3% |
| 1Y | +48.5% | -93.9% | +142.4% | +45.9% |
| All | +51.5% | -93.9% | +145.4% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling