+1,482.1%
UNH vs KDP
+1,132.0%
+350.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | -3.8% | +6.0% | -9.8% | -6.1% |
| 3M | +0.7% | +9.2% | -8.4% | -3.0% |
| 6M | +37.9% | +14.7% | +23.2% | +29.7% |
| YTD | +21.9% | +19.2% | +2.7% | +12.5% |
| 1Y | +31.4% | +15.2% | +16.2% | +22.3% |
| 3Y | -11.4% | +6.0% | -17.4% | -16.5% |
| 5Y | +2.5% | +5.4% | -2.9% | -4.0% |
| 10Y | +242.9% | +171.9% | +71.0% | +101.7% |
| All | +1,482.1% | +1,132.0% | +350.1% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling