+239.3%
KDP vs URA
+307.1%
-67.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.5% |
| 7D | +0.3% | +4.3% | -4.0% | 0.0% |
| 30D | +16.3% | -11.7% | +28.0% | +17.1% |
| 3M | +24.0% | -23.5% | +47.5% | +25.9% |
| 6M | +30.0% | -37.8% | +67.7% | +33.6% |
| YTD | +36.1% | -19.6% | +55.7% | +36.2% |
| 1Y | +46.8% | -24.8% | +71.6% | +47.6% |
| 3Y | +30.5% | +47.0% | -16.5% | +19.4% |
| 5Y | +17.9% | +35.4% | -17.5% | +7.2% |
| 10Y | +239.3% | +302.3% | -63.1% | +128.6% |
| All | +239.3% | +307.1% | -67.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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