+15.8%
KDP vs RF
+42.4%
-26.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +4.5% | -1.6% | +6.1% | +4.8% |
| 30D | +18.5% | +5.0% | +13.5% | +17.8% |
| 3M | +20.8% | -10.0% | +30.8% | +22.5% |
| 6M | +29.4% | +3.3% | +26.1% | +28.9% |
| YTD | +35.9% | +7.9% | +28.0% | +34.4% |
| 1Y | +42.5% | +21.2% | +21.2% | +38.7% |
| 3Y | +29.4% | +105.8% | -76.4% | +14.6% |
| 5Y | +15.8% | +43.7% | -27.9% | +9.9% |
| All | +15.8% | +42.4% | -26.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling