+26.3%
KDP vs USAR
-19.4%
+45.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +9.7% | -20.9% | +30.7% | +9.7% |
| 3M | +17.6% | -56.2% | +73.8% | +17.5% |
| 6M | +25.8% | -67.9% | +93.7% | +25.7% |
| YTD | +33.9% | -31.4% | +65.3% | +33.0% |
| 1Y | +38.9% | -45.1% | +83.9% | +38.1% |
| 3Y | +26.8% | -20.3% | +47.1% | +20.6% |
| All | +26.3% | -19.4% | +45.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling