+199.0%
AMD vs KDP
+14.9%
+184.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.1% |
| 7D | -11.0% | +2.2% | -13.3% | -11.2% |
| 30D | -30.5% | +19.9% | -50.4% | -31.7% |
| 3M | -8.2% | +21.5% | -29.7% | -10.2% |
| 6M | +6.6% | +30.1% | -23.5% | +2.2% |
| YTD | +109.7% | +34.9% | +74.7% | +99.7% |
| 1Y | +88.9% | +43.4% | +45.5% | +77.7% |
| 3Y | +301.8% | +29.1% | +272.7% | +273.3% |
| All | +199.0% | +14.9% | +184.1% | +201.4% |
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