+156.3%
ACN vs KDP
+235.7%
-79.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +22.6% | +16.3% | +6.3% | +17.5% |
| 3M | +45.9% | +24.0% | +21.9% | +37.1% |
| 6M | +43.8% | +30.0% | +13.8% | +33.3% |
| YTD | -2.5% | +36.1% | -38.5% | -11.3% |
| 1Y | +6.5% | +46.8% | -40.3% | -5.4% |
| 3Y | -14.2% | +30.5% | -44.6% | -22.3% |
| 5Y | -24.4% | +17.9% | -42.3% | -29.3% |
| 10Y | +156.3% | +239.3% | -82.9% | +102.9% |
| All | +156.3% | +235.7% | -79.4% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling