+152.3%
ACN vs KDP
+247.6%
-95.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -3.8% | -0.8% | -3.1% | -3.7% |
| 30D | +16.5% | +9.7% | +6.8% | +13.4% |
| 3M | +41.5% | +17.6% | +23.8% | +34.9% |
| 6M | +60.1% | +25.8% | +34.3% | +49.6% |
| YTD | -3.9% | +33.9% | -37.8% | -12.3% |
| 1Y | +4.1% | +38.9% | -34.8% | -6.1% |
| 3Y | -15.9% | +26.8% | -42.6% | -23.3% |
| 5Y | -26.3% | +16.3% | -42.7% | -30.9% |
| All | +152.3% | +247.6% | -95.3% | +91.6% |
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 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