+256.4%
KDP vs RF
+248.4%
+8.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | +18.4% | +6.2% | +12.2% | +17.3% |
| 3M | +29.2% | -7.8% | +37.1% | +30.9% |
| 6M | +32.3% | +5.9% | +26.3% | +31.0% |
| YTD | +38.5% | +9.0% | +29.4% | +36.3% |
| 1Y | +48.5% | +19.3% | +29.2% | +44.0% |
| 3Y | +32.5% | +116.4% | -84.0% | +14.6% |
| 5Y | +19.7% | +46.0% | -26.4% | +9.0% |
| 10Y | +256.4% | +239.8% | +16.6% | +171.6% |
| All | +256.4% | +248.4% | +8.0% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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