-40.6%
ACN vs KDP
+6.0%
-46.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +9.4% | +6.0% | +3.4% | +7.7% |
| 3M | +5.6% | +9.2% | -3.5% | +3.4% |
| 6M | -9.3% | +14.7% | -23.9% | -12.3% |
| YTD | -29.0% | +19.2% | -48.2% | -32.3% |
| 1Y | -24.7% | +15.2% | -39.8% | -27.6% |
| 3Y | -39.8% | +6.0% | -45.8% | -41.5% |
| All | -40.6% | +6.0% | -46.6% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling