+583.5%
KDP vs USFR
+28.6%
+554.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +16.8% | +0.4% | +16.4% | +16.7% |
| 3M | +32.0% | +1.1% | +31.0% | +31.8% |
| 6M | +35.2% | +2.1% | +33.1% | +34.7% |
| YTD | +40.9% | +3.4% | +37.5% | +40.1% |
| 1Y | +47.7% | +4.1% | +43.6% | +46.6% |
| 3Y | +34.8% | +14.4% | +20.4% | +31.3% |
| 5Y | +22.6% | +21.4% | +1.2% | +18.0% |
| 10Y | +266.4% | +28.5% | +237.9% | +249.8% |
| All | +583.5% | +28.6% | +554.9% | +544.0% |
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