+22.6%
KDP vs URA
+37.5%
-14.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +4.0% | +2.9% | +1.1% | +4.0% |
| 30D | +16.8% | -10.8% | +27.6% | +16.9% |
| 3M | +32.0% | -25.5% | +57.6% | +32.2% |
| 6M | +35.2% | -41.2% | +76.4% | +35.9% |
| YTD | +40.9% | -21.3% | +62.2% | +40.4% |
| 1Y | +47.7% | -25.7% | +73.4% | +47.3% |
| 3Y | +34.8% | +43.1% | -8.3% | +27.9% |
| 5Y | +22.6% | +35.6% | -13.0% | +16.4% |
| All | +22.6% | +37.5% | -14.9% | +16.4% |
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