+29.1%
KDP vs FTI
+191.5%
-162.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | +2.2% | -7.6% | +9.8% | +2.3% |
| 30D | +19.9% | -7.1% | +27.1% | +20.0% |
| 3M | +21.5% | -8.7% | +30.2% | +21.6% |
| 6M | +30.1% | -14.0% | +44.1% | +30.4% |
| YTD | +34.9% | +42.8% | -7.9% | +32.1% |
| 1Y | +43.4% | +50.4% | -7.0% | +40.1% |
| 3Y | +29.1% | +194.1% | -165.0% | +26.9% |
| All | +29.1% | +191.5% | -162.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling