+82.5%
UBER vs KDP
+6.3%
+76.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.5% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | -2.5% | +8.5% | -11.0% | -3.5% |
| 3M | +4.4% | +6.6% | -2.2% | +3.7% |
| 6M | -2.7% | +17.1% | -19.7% | -4.3% |
| YTD | -10.5% | +19.0% | -29.5% | -12.3% |
| 1Y | -22.5% | +21.8% | -44.3% | -24.4% |
| 3Y | +54.8% | +6.4% | +48.4% | +53.1% |
| 5Y | +82.5% | +5.1% | +77.4% | +82.7% |
| All | +82.5% | +6.3% | +76.2% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 5y: compounded portfolio wealth divided by compounded KDP 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…
5y analysis · Full analysis span regression · 6 months rolling