+266.4%
KDP vs UAL
+97.8%
+168.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | +4.0% | +2.3% | +1.7% | +3.8% |
| 30D | +16.8% | +13.3% | +3.5% | +15.8% |
| 3M | +32.0% | -6.3% | +38.3% | +32.4% |
| 6M | +35.2% | +22.5% | +12.6% | +33.0% |
| YTD | +40.9% | +5.9% | +35.1% | +39.5% |
| 1Y | +47.7% | +24.7% | +23.0% | +44.6% |
| 3Y | +34.8% | +211.6% | -176.8% | +21.5% |
| 5Y | +22.6% | +130.6% | -107.9% | +11.2% |
| 10Y | +266.4% | +96.5% | +170.0% | +215.5% |
| All | +266.4% | +97.8% | +168.7% | +215.5% |
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