+247.9%
KDP vs FTI
+189.4%
+58.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | +9.7% | -4.7% | +14.4% | +10.0% |
| 3M | +17.6% | -13.5% | +31.1% | +18.9% |
| 6M | +25.8% | -8.7% | +34.5% | +26.3% |
| YTD | +33.9% | +49.0% | -15.1% | +28.6% |
| 1Y | +38.9% | +54.0% | -15.1% | +33.0% |
| 3Y | +26.8% | +211.6% | -184.8% | +12.6% |
| 5Y | +16.3% | +881.9% | -865.5% | -10.2% |
| All | +247.9% | +189.4% | +58.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling