+892.7%
ACN vs KDP
+1,294.8%
-402.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.9% | +2.2% | -1.3% | +0.1% |
| 30D | +33.5% | +19.9% | +13.6% | +25.9% |
| 3M | +53.5% | +21.5% | +32.0% | +43.8% |
| 6M | +52.2% | +30.1% | +22.1% | +39.4% |
| YTD | -0.1% | +34.9% | -35.1% | -10.3% |
| 1Y | +11.0% | +43.4% | -32.3% | -2.4% |
| 3Y | -11.8% | +29.1% | -40.9% | -21.1% |
| 5Y | -22.8% | +15.0% | -37.8% | -28.4% |
| 10Y | +162.4% | +234.1% | -71.6% | +62.9% |
| All | +892.7% | +1,294.8% | -402.1% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling