+179.8%
KDP vs UL
+65.2%
+114.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.9% |
| 7D | -1.6% | -3.2% | +1.7% | -0.5% |
| 30D | +9.5% | -0.6% | +10.1% | +9.7% |
| 3M | +2.6% | +9.4% | -6.8% | -0.4% |
| 6M | +15.6% | -4.1% | +19.8% | +16.9% |
| YTD | +17.3% | -2.0% | +19.3% | +17.9% |
| 1Y | +20.1% | -9.0% | +29.1% | +23.3% |
| 3Y | +4.9% | +21.8% | -16.9% | -2.3% |
| 5Y | +5.0% | +20.6% | -15.6% | -3.1% |
| 10Y | +179.8% | +67.7% | +112.1% | +141.2% |
| All | +179.8% | +65.2% | +114.6% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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