+126.7%
AMAT vs KDP
+14.9%
+111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | -14.7% | +2.2% | -16.9% | -14.9% |
| 30D | -36.1% | +19.9% | -56.0% | -37.4% |
| 3M | -36.9% | +21.5% | -58.3% | -38.4% |
| 6M | -22.2% | +30.1% | -52.3% | -25.4% |
| YTD | +29.9% | +34.9% | -5.0% | +23.2% |
| 1Y | +43.3% | +43.4% | -0.1% | +33.9% |
| 3Y | +142.7% | +29.1% | +113.6% | +123.1% |
| All | +126.7% | +14.9% | +111.8% | +128.0% |
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 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