+1,284.4%
KDP vs USB
+212.0%
+1,072.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.5% |
| 7D | +5.3% | +2.4% | +2.9% | +4.9% |
| 30D | +19.1% | +6.6% | +12.5% | +17.7% |
| 3M | +19.2% | -4.1% | +23.2% | +20.1% |
| 6M | +29.3% | +12.5% | +16.8% | +26.2% |
| YTD | +35.5% | +17.6% | +17.9% | +30.8% |
| 1Y | +43.5% | +36.5% | +7.0% | +34.5% |
| 3Y | +29.0% | +95.4% | -66.4% | +11.0% |
| 5Y | +16.2% | +26.1% | -9.9% | +7.2% |
| 10Y | +235.5% | +101.3% | +134.3% | +169.1% |
| All | +1,284.4% | +212.0% | +1,072.4% | +929.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling