+239.1%
KDP vs UAL
+83.8%
+155.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.0% | -1.4% | -7.0% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | +8.5% | +7.8% | +0.7% | +7.9% |
| 3M | +20.7% | -11.1% | +31.8% | +21.5% |
| 6M | +23.2% | +16.1% | +7.1% | +21.7% |
| YTD | +30.5% | -0.5% | +31.0% | +29.8% |
| 1Y | +35.9% | +11.3% | +24.6% | +34.1% |
| 3Y | +24.8% | +192.8% | -168.0% | +13.0% |
| 5Y | +13.4% | +123.3% | -109.9% | +3.0% |
| All | +239.1% | +83.8% | +155.3% | +193.3% |
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