+7.6%
KDP vs URI
+113.1%
-105.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +1.3% | -2.0% | +3.3% | +1.4% |
| 30D | +6.0% | -12.9% | +18.9% | +7.2% |
| 3M | +9.2% | -6.7% | +15.9% | +9.6% |
| 6M | +14.7% | +19.0% | -4.3% | +12.1% |
| YTD | +19.2% | +25.5% | -6.3% | +16.0% |
| 1Y | +15.2% | +5.5% | +9.6% | +12.9% |
| All | +7.6% | +113.1% | -105.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling