+173.3%
KDP vs UAL
+118.5%
+54.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +6.0% | -16.1% | +22.1% | +7.2% |
| 3M | +9.2% | +6.1% | +3.1% | +8.6% |
| 6M | +14.7% | +10.8% | +3.8% | +13.5% |
| YTD | +19.2% | -0.4% | +19.6% | +18.6% |
| 1Y | +15.2% | +5.0% | +10.1% | +14.0% |
| 3Y | +6.0% | +124.0% | -118.0% | -2.2% |
| 5Y | +5.4% | +141.0% | -135.6% | -4.8% |
| All | +173.3% | +118.5% | +54.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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