+30.1%
KDP vs UL
+12.3%
+17.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.6% |
| 30D | +19.9% | +8.2% | +11.7% | +14.6% |
| 3M | +21.5% | +4.5% | +16.9% | +18.3% |
| 6M | +30.1% | +12.6% | +17.6% | +22.1% |
| All | +30.1% | +12.3% | +17.8% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling