+282.6%
KDP vs FTAI
+2,369.3%
-2,086.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +9.7% | +10.7% | -0.9% | +8.4% |
| 3M | +17.6% | -16.4% | +34.0% | +18.5% |
| 6M | +25.8% | -32.2% | +58.0% | +28.3% |
| YTD | +33.9% | -7.7% | +41.6% | +31.9% |
| 1Y | +38.9% | +18.7% | +20.1% | +33.5% |
| 3Y | +26.8% | +354.3% | -327.5% | -1.2% |
| 5Y | +16.3% | +850.7% | -834.4% | -19.7% |
| 10Y | +248.1% | +2,664.3% | -2,416.2% | +91.0% |
| All | +282.6% | +2,369.3% | -2,086.7% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling