+27.3%
KDP vs USAR
-18.7%
+46.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -0.7% |
| 7D | +2.2% | -14.5% | +16.7% | +2.2% |
| 30D | +19.9% | -37.8% | +57.8% | +19.8% |
| 3M | +21.5% | -52.8% | +74.2% | +21.3% |
| 6M | +30.1% | -71.2% | +101.3% | +30.1% |
| YTD | +34.9% | -30.9% | +65.8% | +34.1% |
| 1Y | +43.4% | -48.0% | +91.4% | +42.6% |
| 3Y | +29.1% | -19.7% | +48.8% | +22.9% |
| All | +27.3% | -18.7% | +46.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling