+1,117.5%
KDP vs FTI
+257.8%
+859.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +5.3% | -4.0% | +0.6% |
| 30D | +6.0% | +15.3% | -9.3% | +4.0% |
| 3M | +9.2% | +15.8% | -6.6% | +6.8% |
| 6M | +14.7% | +22.6% | -7.9% | +11.1% |
| YTD | +19.2% | +79.5% | -60.4% | +9.7% |
| 1Y | +15.2% | +102.0% | -86.9% | +4.2% |
| 3Y | +6.0% | +315.8% | -309.9% | -14.9% |
| 5Y | +5.4% | +1,129.5% | -1,124.1% | -30.4% |
| 10Y | +171.9% | +320.9% | -149.1% | +88.2% |
| All | +1,117.5% | +257.8% | +859.7% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling