+21.5%
KDP vs FRSH
-70.7%
+92.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +4.6% | -5.4% | -1.0% |
| 30D | +9.7% | -7.5% | +17.2% | +10.0% |
| 3M | +17.6% | -0.1% | +17.7% | +17.5% |
| 6M | +25.8% | +54.5% | -28.7% | +23.7% |
| YTD | +33.9% | +3.4% | +30.4% | +33.5% |
| 1Y | +38.9% | +6.4% | +32.5% | +38.3% |
| 3Y | +26.8% | -26.3% | +53.0% | +27.1% |
| 5Y | +16.3% | -66.4% | +82.8% | +15.4% |
| All | +21.5% | -70.7% | +92.3% | +20.8% |
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