+23.2%
KDP vs USAR
-68.7%
+91.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.6% |
| 7D | -4.0% | +8.8% | -12.7% | -3.3% |
| 30D | +8.5% | -28.5% | +36.9% | +6.4% |
| 3M | +20.7% | -56.2% | +76.9% | +14.8% |
| 6M | +23.2% | -68.4% | +91.6% | +15.6% |
| All | +23.2% | -68.7% | +91.9% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling