+45.9%
KDP vs USAR
-50.4%
+96.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +1.0% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +16.3% | -30.3% | +46.6% | +15.8% |
| 3M | +24.0% | -54.7% | +78.7% | +22.9% |
| 6M | +30.0% | -67.5% | +97.5% | +29.1% |
| YTD | +36.1% | -26.4% | +62.5% | +32.7% |
| All | +45.9% | -50.4% | +96.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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