+261.9%
AMD vs KDP
+29.6%
+232.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.3% | -17.5% | -17.2% |
| 7D | -28.6% | +4.5% | -33.1% | -28.1% |
| 30D | -37.7% | +18.5% | -56.2% | -36.3% |
| 3M | -16.1% | +20.8% | -36.9% | -14.1% |
| 6M | +13.8% | +29.4% | -15.6% | +16.2% |
| YTD | +88.8% | +35.9% | +52.9% | +93.5% |
| 1Y | +57.8% | +42.5% | +15.3% | +62.0% |
| All | +261.9% | +29.6% | +232.3% | +279.7% |
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 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