+15.8%
KDP vs UAL
+110.9%
-95.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +0.6% |
| 7D | +4.5% | +5.0% | -0.5% | +4.2% |
| 30D | +18.5% | -1.2% | +19.7% | +18.5% |
| 3M | +20.8% | -16.8% | +37.6% | +22.1% |
| 6M | +29.4% | +18.0% | +11.4% | +27.8% |
| YTD | +35.9% | -1.2% | +37.1% | +35.3% |
| 1Y | +42.5% | +14.3% | +28.1% | +40.5% |
| 3Y | +29.4% | +194.6% | -165.2% | +15.9% |
| 5Y | +15.8% | +109.6% | -93.8% | +6.0% |
| All | +15.8% | +110.9% | -95.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling