+5.0%
KDP vs FTAI
+929.6%
-924.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.5% | -13.6% | +23.1% | +10.0% |
| 3M | +2.6% | -20.6% | +23.2% | +3.3% |
| 6M | +15.6% | -32.6% | +48.2% | +16.8% |
| YTD | +17.3% | -5.4% | +22.7% | +16.5% |
| 1Y | +20.1% | +12.9% | +7.2% | +18.1% |
| 3Y | +4.9% | +428.1% | -423.2% | -13.6% |
| 5Y | +5.0% | +863.0% | -858.0% | -22.7% |
| All | +5.0% | +929.6% | -924.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 5y: compounded portfolio wealth divided by compounded FTAI 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…
5y analysis · Full analysis span regression · 6 months rolling