-11.8%
ACN vs KDP
+28.7%
-40.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.9% | +2.2% | -1.3% | +0.4% |
| 30D | +33.5% | +19.9% | +13.6% | +29.9% |
| 3M | +53.5% | +21.5% | +32.0% | +49.0% |
| 6M | +52.2% | +30.1% | +22.1% | +47.3% |
| YTD | -0.1% | +34.9% | -35.1% | -3.6% |
| 1Y | +11.0% | +43.4% | -32.3% | +6.1% |
| 3Y | -11.8% | +29.1% | -40.9% | -13.4% |
| All | -11.8% | +28.7% | -40.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling