+8.1%
KDP vs FRSH
-72.0%
+80.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.1% |
| 7D | +2.1% | -10.1% | +12.2% | +2.5% |
| 30D | +8.5% | +2.2% | +6.3% | +8.4% |
| 3M | +6.6% | +28.6% | -22.0% | +5.7% |
| 6M | +17.1% | +40.2% | -23.1% | +15.6% |
| YTD | +19.0% | -1.2% | +20.3% | +19.0% |
| 1Y | +21.8% | -7.9% | +29.7% | +22.0% |
| 3Y | +6.4% | -44.7% | +51.2% | +8.0% |
| All | +8.1% | -72.0% | +80.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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