+196.6%
AMD vs KDP
+15.9%
+180.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.3% | -17.5% | -17.3% |
| 7D | -28.6% | +4.5% | -33.1% | -28.8% |
| 30D | -37.7% | +18.5% | -56.2% | -38.6% |
| 3M | -16.1% | +20.8% | -36.9% | -17.7% |
| 6M | +13.8% | +29.4% | -15.6% | +9.6% |
| YTD | +88.8% | +35.9% | +52.9% | +80.3% |
| 1Y | +57.8% | +42.5% | +15.3% | +49.3% |
| 3Y | +260.3% | +29.4% | +230.9% | +237.0% |
| 5Y | +196.6% | +15.8% | +180.8% | +203.7% |
| All | +196.6% | +15.9% | +180.7% | +203.7% |
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