+43.5%
KDP vs KEY
+29.6%
+13.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.7% |
| 7D | +5.3% | +1.7% | +3.7% | +5.2% |
| 30D | +19.1% | +6.8% | +12.3% | +18.5% |
| 3M | +19.2% | -5.8% | +25.0% | +19.1% |
| 6M | +29.3% | +1.4% | +27.8% | +29.9% |
| YTD | +35.5% | +7.5% | +28.0% | +35.6% |
| 1Y | +43.5% | +29.6% | +13.9% | +44.7% |
| All | +43.5% | +29.6% | +13.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling