+187.5%
UPS vs KDP
+1,294.7%
-1,107.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.6% |
| 30D | +17.3% | +19.9% | -2.6% | +11.2% |
| 3M | +6.6% | +21.5% | -14.9% | +0.5% |
| 6M | +12.0% | +30.1% | -18.1% | +3.2% |
| YTD | +14.4% | +34.9% | -20.6% | +4.0% |
| 1Y | +23.3% | +43.4% | -20.1% | +10.1% |
| 3Y | -9.6% | +29.1% | -38.7% | -18.2% |
| 5Y | -34.1% | +15.0% | -49.1% | -38.5% |
| 10Y | +49.5% | +234.1% | -184.6% | -4.1% |
| All | +187.5% | +1,294.7% | -1,107.2% | +1.6% |
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