+6.8%
KDP vs USB
+40.0%
-33.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +1.4% | -0.2% | +1.1% |
| 30D | +6.0% | -1.3% | +7.3% | +6.2% |
| 3M | +9.2% | +15.2% | -6.1% | +7.2% |
| 6M | +14.7% | +18.8% | -4.1% | +12.1% |
| YTD | +19.2% | +21.0% | -1.8% | +16.0% |
| 1Y | +15.2% | +34.0% | -18.8% | +10.5% |
| 3Y | +6.0% | +95.3% | -89.3% | -4.9% |
| All | +6.8% | +40.0% | -33.2% | +3.1% |
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