-40.2%
AMAT vs KDP
+18.7%
-58.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.3% | -13.8% | -13.4% |
| 7D | -24.3% | +4.5% | -28.8% | -21.9% |
| 30D | -39.8% | +18.5% | -58.3% | -34.1% |
| 3M | -40.2% | +20.8% | -61.0% | -34.0% |
| All | -40.2% | +18.7% | -58.9% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling