+29.4%
KDP vs UAL
+21.8%
+7.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +0.7% |
| 7D | +4.5% | +5.0% | -0.5% | +4.1% |
| 30D | +18.5% | -1.2% | +19.7% | +18.4% |
| 3M | +20.8% | -16.8% | +37.6% | +22.4% |
| 6M | +29.4% | +18.0% | +11.4% | +30.2% |
| All | +29.4% | +21.8% | +7.6% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling