+163.8%
KDP vs FTV
+90.8%
+73.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -4.5% | +5.8% | +2.4% |
| 30D | +6.0% | -7.1% | +13.0% | +7.8% |
| 3M | +9.2% | -7.2% | +16.4% | +10.9% |
| 6M | +14.7% | -1.5% | +16.2% | +14.7% |
| YTD | +19.2% | +3.5% | +15.7% | +17.3% |
| 1Y | +15.2% | +20.3% | -5.2% | +9.0% |
| 3Y | +6.0% | -3.1% | +9.1% | +4.3% |
| 5Y | +5.4% | +2.3% | +3.1% | +0.7% |
| 10Y | +171.9% | +76.3% | +95.6% | +118.8% |
| All | +163.8% | +90.8% | +73.1% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling