+7.6%
ACN vs KDP
+50.8%
-43.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.3% |
| 7D | -4.0% | +4.0% | -8.0% | -4.9% |
| 30D | +19.0% | +16.8% | +2.2% | +15.4% |
| 3M | +42.2% | +32.0% | +10.2% | +36.4% |
| 6M | +50.1% | +35.2% | +15.0% | +46.9% |
| YTD | -2.7% | +40.9% | -43.6% | -2.4% |
| 1Y | +7.6% | +47.7% | -40.1% | +5.6% |
| All | +7.6% | +50.8% | -43.2% | +5.6% |
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 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