+30.1%
KDP vs FTI
-14.0%
+44.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.2% |
| 7D | +2.2% | -7.6% | +9.8% | +1.1% |
| 30D | +19.9% | -7.1% | +27.1% | +18.7% |
| 3M | +21.5% | -8.7% | +30.2% | +20.7% |
| 6M | +30.1% | -14.0% | +44.1% | +28.6% |
| All | +30.1% | -14.0% | +44.1% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling