+1,278.3%
KDP vs FTI
+184.7%
+1,093.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | +2.2% | -7.6% | +9.8% | +3.2% |
| 30D | +19.9% | -7.1% | +27.1% | +20.9% |
| 3M | +21.5% | -8.7% | +30.2% | +22.6% |
| 6M | +30.1% | -14.0% | +44.1% | +31.9% |
| YTD | +34.9% | +42.8% | -7.9% | +27.6% |
| 1Y | +43.4% | +50.4% | -7.0% | +34.6% |
| 3Y | +29.1% | +194.1% | -165.0% | +8.6% |
| 5Y | +15.0% | +775.2% | -760.2% | -20.4% |
| 10Y | +234.1% | +189.2% | +44.9% | +144.9% |
| All | +1,278.3% | +184.7% | +1,093.7% | +713.1% |
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