+88.7%
ACN vs KDP
+175.4%
-86.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.8% | +2.1% | -6.9% | -5.4% |
| 30D | +1.9% | +8.5% | -6.6% | -0.5% |
| 3M | +3.9% | +6.6% | -2.7% | +1.9% |
| 6M | -15.0% | +17.1% | -32.1% | -19.0% |
| YTD | -31.9% | +19.0% | -50.9% | -35.7% |
| 1Y | -28.5% | +21.8% | -50.3% | -33.1% |
| 3Y | -41.9% | +6.4% | -48.3% | -44.2% |
| 5Y | -42.9% | +5.1% | -48.0% | -44.9% |
| 10Y | +88.7% | +175.8% | -87.1% | +54.6% |
| All | +88.7% | +175.4% | -86.6% | +54.6% |
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