+5.3%
UNH vs KDP
+6.3%
-0.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.1% | +2.1% | -0.9% | +0.7% |
| 30D | -1.5% | +8.5% | -10.0% | -3.4% |
| 3M | -0.8% | +6.6% | -7.5% | -2.4% |
| 6M | +41.8% | +17.1% | +24.7% | +36.3% |
| YTD | +23.1% | +19.0% | +4.0% | +17.4% |
| 1Y | +28.5% | +21.8% | +6.7% | +21.6% |
| 3Y | -11.8% | +6.4% | -18.2% | -14.3% |
| 5Y | +5.3% | +5.1% | +0.2% | +2.5% |
| All | +5.3% | +6.3% | -0.9% | +2.5% |
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