-9.6%
UPS vs KDP
+28.7%
-38.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.5% |
| 30D | +17.3% | +19.9% | -2.6% | +13.3% |
| 3M | +6.6% | +21.5% | -14.9% | +2.7% |
| 6M | +12.0% | +30.1% | -18.1% | +6.5% |
| YTD | +14.4% | +34.9% | -20.6% | +8.0% |
| 1Y | +23.3% | +43.4% | -20.1% | +15.5% |
| 3Y | -9.6% | +29.1% | -38.7% | -18.4% |
| All | -9.6% | +28.7% | -38.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling