+100.9%
AAOI vs KDP
+41.3%
+59.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.9% | -13.2% | -3.3% |
| 7D | -27.9% | +5.3% | -33.2% | -24.7% |
| 30D | -51.2% | +19.1% | -70.3% | -45.1% |
| 3M | -55.0% | +19.2% | -74.1% | -48.9% |
| 6M | -65.7% | +29.3% | -95.0% | -60.6% |
| YTD | +70.0% | +35.5% | +34.5% | +97.1% |
| 1Y | +100.9% | +43.5% | +57.4% | +136.5% |
| All | +100.9% | +41.3% | +59.6% | +136.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling