+478.2%
KDP vs USFR
+27.5%
+450.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.0% | +0.3% | +5.7% | +5.9% |
| 3M | +9.2% | +1.0% | +8.2% | +9.0% |
| 6M | +14.7% | +1.9% | +12.8% | +14.3% |
| YTD | +19.2% | +2.6% | +16.6% | +18.7% |
| 1Y | +15.2% | +4.0% | +11.2% | +14.4% |
| 3Y | +6.0% | +14.1% | -8.1% | +3.3% |
| 5Y | +5.4% | +20.4% | -15.0% | +1.6% |
| 10Y | +171.9% | +28.0% | +143.9% | +159.7% |
| All | +478.2% | +27.5% | +450.6% | +445.5% |
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