+239.3%
KDP vs URI
+1,313.6%
-1,074.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.0% | -0.1% |
| 7D | +0.3% | -4.0% | +4.3% | +0.8% |
| 30D | +16.3% | +6.8% | +9.5% | +15.1% |
| 3M | +24.0% | -2.8% | +26.8% | +24.1% |
| 6M | +30.0% | +20.9% | +9.1% | +26.0% |
| YTD | +36.1% | +40.2% | -4.2% | +28.5% |
| 1Y | +46.8% | +34.1% | +12.7% | +39.4% |
| 3Y | +30.5% | +164.1% | -133.7% | +9.8% |
| 5Y | +17.9% | +199.3% | -181.4% | -4.8% |
| 10Y | +239.3% | +1,218.8% | -979.6% | +119.2% |
| All | +239.3% | +1,313.6% | -1,074.4% | +119.2% |
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