+171.6%
UPS vs KDP
+1,132.0%
-960.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | -3.5% | +6.0% | -9.5% | -5.2% |
| 3M | -5.7% | +9.2% | -14.9% | -8.4% |
| 6M | -4.4% | +14.7% | -19.1% | -8.6% |
| YTD | +8.0% | +19.2% | -11.2% | +2.0% |
| 1Y | +29.0% | +15.2% | +13.9% | +22.6% |
| 3Y | -27.7% | +6.0% | -33.7% | -30.6% |
| 5Y | -34.3% | +5.4% | -39.8% | -37.1% |
| 10Y | +37.8% | +171.9% | -134.1% | -5.6% |
| All | +171.6% | +1,132.0% | -960.4% | -0.4% |
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 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