+61.4%
AMAT vs KDP
+41.3%
+20.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -1.3% |
| 7D | -11.2% | +5.3% | -16.5% | -9.5% |
| 30D | -31.9% | +19.1% | -51.0% | -28.3% |
| 3M | -32.3% | +19.2% | -51.5% | -28.6% |
| 6M | -5.4% | +29.3% | -34.7% | +0.7% |
| YTD | +44.3% | +35.5% | +8.7% | +56.1% |
| 1Y | +61.4% | +43.5% | +17.9% | +83.4% |
| All | +61.4% | +41.3% | +20.0% | +83.4% |
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 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