+1,290.0%
KDP vs UL
+246.0%
+1,044.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +0.3% | +0.3% | +0.1% | +0.3% |
| 30D | +16.3% | +7.0% | +9.3% | +13.4% |
| 3M | +24.0% | +5.8% | +18.2% | +21.4% |
| 6M | +30.0% | +16.1% | +13.9% | +22.7% |
| YTD | +36.1% | +4.5% | +31.6% | +33.5% |
| 1Y | +46.8% | -1.3% | +48.1% | +46.8% |
| 3Y | +30.5% | +35.0% | -4.5% | +15.1% |
| 5Y | +17.9% | +31.9% | -14.0% | +3.1% |
| 10Y | +239.3% | +99.3% | +140.0% | +141.9% |
| All | +1,290.0% | +246.0% | +1,044.0% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling