+239.3%
KDP vs FTV
+113.3%
+125.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +16.3% | +17.2% | -0.9% | +11.9% |
| 3M | +24.0% | +8.9% | +15.1% | +21.4% |
| 6M | +30.0% | +11.3% | +18.7% | +26.3% |
| YTD | +36.1% | +21.9% | +14.1% | +28.6% |
| 1Y | +46.8% | +31.6% | +15.3% | +36.1% |
| 3Y | +30.5% | +38.1% | -7.6% | +17.2% |
| 5Y | +17.9% | +15.7% | +2.2% | +9.4% |
| 10Y | +239.3% | +107.5% | +131.8% | +161.1% |
| All | +239.3% | +113.3% | +125.9% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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