+44.4%
AMGN vs KDP
+20.8%
+23.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | -11.6% | -1.6% | -10.1% | -11.4% |
| 30D | -5.7% | +9.5% | -15.2% | -7.4% |
| 3M | +14.2% | +2.6% | +11.6% | +13.5% |
| 6M | +5.2% | +15.6% | -10.4% | +2.0% |
| YTD | +22.0% | +17.3% | +4.7% | +18.1% |
| All | +44.4% | +20.8% | +23.6% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling