+35.9%
KDP vs USFR
+4.1%
+31.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.0% | +0.1% | -4.0% | -3.5% |
| 30D | +8.5% | +0.4% | +8.1% | +11.7% |
| 3M | +20.7% | +1.0% | +19.7% | +31.0% |
| 6M | +23.2% | +2.0% | +21.1% | +40.5% |
| YTD | +30.5% | +3.4% | +27.0% | +66.4% |
| 1Y | +35.9% | +4.1% | +31.8% | +74.6% |
| All | +35.9% | +4.1% | +31.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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