+229.6%
KDP vs UAL
+94.5%
+135.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +2.2% | +8.2% | -6.0% | +1.7% |
| 30D | +19.9% | +2.3% | +17.6% | +19.7% |
| 3M | +21.5% | -12.7% | +34.2% | +22.4% |
| 6M | +30.1% | +12.7% | +17.4% | +28.8% |
| YTD | +34.9% | +0.8% | +34.1% | +34.1% |
| 1Y | +43.4% | +17.8% | +25.6% | +40.9% |
| 3Y | +29.1% | +206.7% | -177.6% | +16.5% |
| 5Y | +15.0% | +113.9% | -98.9% | +4.8% |
| All | +229.6% | +94.5% | +135.1% | +180.5% |
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