+1,523.9%
UNH vs KDP
+1,248.7%
+275.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +3.4% |
| 7D | +2.4% | -4.0% | +6.4% | +3.8% |
| 30D | +7.2% | +8.5% | -1.2% | +3.5% |
| 3M | +0.5% | +20.7% | -20.2% | -7.3% |
| 6M | +3.4% | +23.2% | -19.8% | -5.6% |
| YTD | +25.2% | +30.5% | -5.3% | +10.8% |
| 1Y | +22.7% | +35.9% | -13.2% | +6.8% |
| 3Y | -20.3% | +24.8% | -45.1% | -29.9% |
| 5Y | -3.4% | +13.4% | -16.8% | -12.3% |
| 10Y | +226.8% | +239.3% | -12.5% | +73.3% |
| All | +1,523.9% | +1,248.7% | +275.2% | +292.7% |
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 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