+17.0%
KDP vs URA
+33.4%
-16.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.7% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +19.9% | -19.0% | +38.9% | +20.0% |
| 3M | +21.5% | -25.1% | +46.6% | +21.6% |
| 6M | +30.1% | -44.5% | +74.6% | +30.8% |
| YTD | +34.9% | -24.3% | +59.3% | +34.4% |
| 1Y | +43.4% | -28.1% | +71.5% | +43.0% |
| 3Y | +29.1% | +40.7% | -11.6% | +22.3% |
| All | +17.0% | +33.4% | -16.4% | +10.8% |
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