+229.6%
KDP vs USB
+92.8%
+136.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +19.9% | +5.8% | +14.1% | +18.9% |
| 3M | +21.5% | -6.0% | +27.4% | +22.7% |
| 6M | +30.1% | +7.8% | +22.3% | +28.4% |
| YTD | +34.9% | +14.6% | +20.3% | +31.5% |
| 1Y | +43.4% | +31.8% | +11.6% | +36.5% |
| 3Y | +29.1% | +91.5% | -62.4% | +13.6% |
| 5Y | +15.0% | +22.0% | -7.1% | +8.7% |
| All | +229.6% | +92.8% | +136.8% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling