+331.1%
AMD vs KDP
+6.1%
+325.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.6% |
| 30D | -0.9% | +6.0% | -6.9% | -0.7% |
| 3M | -8.7% | +9.2% | -17.9% | -8.8% |
| 6M | +136.3% | +14.7% | +121.6% | +135.5% |
| YTD | +123.0% | +19.2% | +103.8% | +122.9% |
| 1Y | +195.2% | +15.2% | +180.0% | +196.1% |
| All | +331.1% | +6.1% | +325.0% | +336.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling