+1,278.3%
KDP vs UL
+242.8%
+1,035.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +19.9% | +8.2% | +11.7% | +16.4% |
| 3M | +21.5% | +4.5% | +16.9% | +19.5% |
| 6M | +30.1% | +12.6% | +17.6% | +24.3% |
| YTD | +34.9% | +3.5% | +31.4% | +32.8% |
| 1Y | +43.4% | -0.4% | +43.8% | +42.9% |
| 3Y | +29.1% | +36.0% | -6.9% | +13.5% |
| 5Y | +15.0% | +30.9% | -16.0% | +0.9% |
| 10Y | +234.1% | +97.5% | +136.6% | +139.0% |
| All | +1,278.3% | +242.8% | +1,035.5% | +574.2% |
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 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