+554.6%
KDP vs USFR
+28.5%
+526.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +19.9% | +0.4% | +19.5% | +19.9% |
| 3M | +21.5% | +1.1% | +20.4% | +21.3% |
| 6M | +30.1% | +2.1% | +28.1% | +29.7% |
| YTD | +34.9% | +3.4% | +31.5% | +34.2% |
| 1Y | +43.4% | +4.1% | +39.3% | +42.4% |
| 3Y | +29.1% | +14.4% | +14.7% | +25.8% |
| 5Y | +15.0% | +21.3% | -6.4% | +10.7% |
| 10Y | +234.1% | +28.5% | +205.6% | +218.9% |
| All | +554.6% | +28.5% | +526.0% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling