-39.9%
ACN vs KDP
+6.3%
-46.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | +9.4% | +6.0% | +3.4% | +8.5% |
| 3M | +5.6% | +9.2% | -3.5% | +4.6% |
| 6M | -9.3% | +14.7% | -23.9% | -10.3% |
| YTD | -29.0% | +19.2% | -48.2% | -30.2% |
| 1Y | -24.7% | +15.2% | -39.8% | -25.7% |
| All | -39.9% | +6.3% | -46.2% | -40.3% |
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