+1,117.5%
KDP vs UAL
+684.4%
+433.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +6.0% | -16.1% | +22.1% | +7.3% |
| 3M | +9.2% | +6.1% | +3.1% | +8.5% |
| 6M | +14.7% | +10.8% | +3.8% | +13.4% |
| YTD | +19.2% | -0.4% | +19.6% | +18.5% |
| 1Y | +15.2% | +5.0% | +10.1% | +13.9% |
| 3Y | +6.0% | +124.0% | -118.0% | -2.8% |
| 5Y | +5.4% | +141.0% | -135.6% | -5.4% |
| 10Y | +171.9% | +118.0% | +53.9% | +133.0% |
| All | +1,117.5% | +684.4% | +433.1% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling