+16.2%
KDP vs URA
+25.6%
-9.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | -0.8% | -1.5% | +0.8% | -0.8% |
| 30D | +9.7% | -10.4% | +20.1% | +9.8% |
| 3M | +17.6% | -29.6% | +47.3% | +17.8% |
| 6M | +25.8% | -40.3% | +66.0% | +26.3% |
| YTD | +33.9% | -25.5% | +59.4% | +33.4% |
| 1Y | +38.9% | -26.4% | +65.3% | +38.4% |
| 3Y | +26.8% | +31.4% | -4.6% | +20.6% |
| All | +16.2% | +25.6% | -9.4% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling