+11.9%
ACN vs KDP
+41.3%
-29.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +2.4% |
| 7D | +8.6% | +5.3% | +3.2% | +7.3% |
| 30D | +36.6% | +19.1% | +17.5% | +32.7% |
| 3M | +56.3% | +19.2% | +37.2% | +52.0% |
| 6M | +49.7% | +29.3% | +20.4% | +47.6% |
| YTD | +1.3% | +35.5% | -34.2% | +2.4% |
| 1Y | +11.9% | +43.5% | -31.5% | +10.5% |
| All | +11.9% | +41.3% | -29.4% | +10.5% |
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