+716.6%
KDP vs URA
-31.1%
+747.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +6.0% | +7.4% | -1.4% | +5.3% |
| 3M | +9.2% | -8.4% | +17.6% | +9.7% |
| 6M | +14.7% | -12.7% | +27.4% | +15.3% |
| YTD | +19.2% | +7.8% | +11.4% | +17.1% |
| 1Y | +15.2% | +19.5% | -4.3% | +11.4% |
| 3Y | +6.0% | +116.4% | -110.5% | -5.9% |
| 5Y | +5.4% | +134.3% | -128.9% | -9.5% |
| 10Y | +171.9% | +359.3% | -187.4% | +102.6% |
| All | +716.6% | -31.1% | +747.7% | +600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling