+247.2%
AMAT vs KDP
+6.0%
+241.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | -14.8% | +6.0% | -20.8% | -15.6% |
| 3M | -9.3% | +9.2% | -18.5% | -10.9% |
| 6M | +27.4% | +14.7% | +12.7% | +23.7% |
| YTD | +77.6% | +19.2% | +58.4% | +70.6% |
| 1Y | +188.9% | +15.2% | +173.8% | +179.1% |
| 3Y | +202.3% | +6.0% | +196.3% | +194.0% |
| All | +247.2% | +6.0% | +241.2% | +249.1% |
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