+1,370.8%
AMAT vs KDP
+248.3%
+1,122.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.1% |
| 7D | -2.5% | +8.2% | -10.7% | -4.5% |
| 30D | -26.5% | +18.4% | -44.9% | -30.0% |
| 3M | -28.6% | +29.2% | -57.8% | -33.9% |
| 6M | -14.2% | +32.3% | -46.5% | -21.7% |
| YTD | +45.5% | +38.5% | +7.0% | +30.2% |
| 1Y | +59.3% | +48.5% | +10.8% | +39.2% |
| 3Y | +153.1% | +32.5% | +120.6% | +123.0% |
| 5Y | +158.2% | +19.7% | +138.5% | +137.2% |
| 10Y | +1,370.8% | +256.4% | +1,114.4% | +1,035.7% |
| All | +1,370.8% | +248.3% | +1,122.5% | +1,035.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling