+229.6%
KDP vs URI
+1,374.0%
-1,144.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +2.2% | -9.8% | +12.0% | +3.5% |
| 30D | +19.9% | +1.7% | +18.2% | +19.5% |
| 3M | +21.5% | -9.1% | +30.5% | +22.7% |
| 6M | +30.1% | +9.9% | +20.2% | +27.8% |
| YTD | +34.9% | +31.2% | +3.7% | +28.8% |
| 1Y | +43.4% | +25.9% | +17.5% | +37.5% |
| 3Y | +29.1% | +147.4% | -118.3% | +10.4% |
| 5Y | +15.0% | +179.7% | -164.8% | -5.4% |
| All | +229.6% | +1,374.0% | -1,144.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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