+16.2%
KDP vs USB
+23.7%
-7.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.6% |
| 7D | +5.3% | +2.4% | +2.9% | +5.0% |
| 30D | +19.1% | +6.6% | +12.5% | +18.1% |
| 3M | +19.2% | -4.1% | +23.2% | +19.7% |
| 6M | +29.3% | +12.5% | +16.8% | +27.3% |
| YTD | +35.5% | +17.6% | +17.9% | +32.4% |
| 1Y | +43.5% | +36.5% | +7.0% | +37.3% |
| 3Y | +29.0% | +95.4% | -66.4% | +15.9% |
| 5Y | +16.2% | +26.1% | -9.9% | +15.6% |
| All | +16.2% | +23.7% | -7.5% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling