+35.9%
KDP vs USAR
-54.5%
+90.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.4% |
| 7D | -4.0% | +8.8% | -12.7% | -3.8% |
| 30D | +8.5% | -28.5% | +36.9% | +8.0% |
| 3M | +20.7% | -56.2% | +76.9% | +19.5% |
| 6M | +23.2% | -68.4% | +91.6% | +22.0% |
| YTD | +30.5% | -32.2% | +62.7% | +27.1% |
| 1Y | +35.9% | -52.3% | +88.2% | +33.3% |
| All | +35.9% | -54.5% | +90.3% | +33.3% |
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