+1,117.5%
KDP vs RF
+128.3%
+989.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +6.0% | -3.6% | +9.6% | +6.4% |
| 3M | +9.2% | +8.1% | +1.1% | +8.3% |
| 6M | +14.7% | +11.5% | +3.2% | +13.2% |
| YTD | +19.2% | +15.6% | +3.6% | +17.1% |
| 1Y | +15.2% | +15.7% | -0.5% | +13.0% |
| 3Y | +6.0% | +86.9% | -80.9% | -2.4% |
| 5Y | +5.4% | +89.8% | -84.4% | -3.9% |
| 10Y | +171.9% | +344.7% | -172.8% | +118.4% |
| All | +1,117.5% | +128.3% | +989.1% | +826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling