+35.9%
KDP vs URI
+34.6%
+1.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.3% |
| 7D | -4.0% | +9.3% | -13.3% | -5.1% |
| 30D | +8.5% | +7.6% | +0.9% | +7.0% |
| 3M | +20.7% | +1.0% | +19.6% | +20.0% |
| 6M | +23.2% | +19.8% | +3.3% | +18.4% |
| YTD | +30.5% | +41.9% | -11.4% | +19.9% |
| 1Y | +35.9% | +33.4% | +2.5% | +25.9% |
| All | +35.9% | +34.6% | +1.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling