+6.7%
KDP vs UL
+26.1%
-19.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | +6.0% | +0.5% | +5.5% | +5.8% |
| 3M | +9.2% | +17.6% | -8.4% | +2.4% |
| 6M | +14.7% | -5.4% | +20.1% | +16.6% |
| YTD | +19.2% | +0.7% | +18.5% | +18.5% |
| 1Y | +15.2% | -9.3% | +24.4% | +19.0% |
| All | +6.7% | +26.1% | -19.4% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling