+117.1%
AMAT vs KDP
+15.9%
+101.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.3% | -13.8% | -13.6% |
| 7D | -24.3% | +4.5% | -28.8% | -24.6% |
| 30D | -39.8% | +18.5% | -58.3% | -40.9% |
| 3M | -40.2% | +20.8% | -61.0% | -41.6% |
| 6M | -22.1% | +29.4% | -51.5% | -25.2% |
| YTD | +24.7% | +35.9% | -11.2% | +18.2% |
| 1Y | +33.3% | +42.5% | -9.2% | +24.9% |
| 3Y | +133.9% | +29.4% | +104.5% | +115.5% |
| 5Y | +117.1% | +15.8% | +101.3% | +118.7% |
| All | +117.1% | +15.9% | +101.2% | +118.7% |
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 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