+239.1%
KDP vs URA
+272.2%
-33.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -7.2% |
| 7D | -4.0% | +4.5% | -8.4% | -4.2% |
| 30D | +8.5% | -13.4% | +21.9% | +9.4% |
| 3M | +20.7% | -28.4% | +49.1% | +23.1% |
| 6M | +23.2% | -40.5% | +63.6% | +27.0% |
| YTD | +30.5% | -24.3% | +54.8% | +31.1% |
| 1Y | +35.9% | -28.8% | +64.7% | +37.1% |
| 3Y | +24.8% | +37.6% | -12.8% | +14.7% |
| 5Y | +13.4% | +30.7% | -17.3% | +3.1% |
| All | +239.1% | +272.2% | -33.2% | +113.5% |
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