+42.5%
KDP vs USB
+33.6%
+8.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +4.5% | -1.5% | +6.0% | +4.7% |
| 30D | +18.5% | +4.3% | +14.2% | +18.1% |
| 3M | +20.8% | -6.1% | +26.9% | +21.0% |
| 6M | +29.4% | +9.4% | +20.0% | +29.9% |
| YTD | +35.9% | +15.2% | +20.7% | +35.2% |
| 1Y | +42.5% | +32.8% | +9.7% | +40.9% |
| All | +42.5% | +33.6% | +8.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling