+944.2%
APH vs KDP
+264.7%
+679.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +0.4% | +4.0% | -3.6% | -0.4% |
| 30D | -8.0% | +16.8% | -24.8% | -11.3% |
| 3M | -5.0% | +32.0% | -37.0% | -11.3% |
| 6M | +29.9% | +35.2% | -5.2% | +20.1% |
| YTD | +18.0% | +40.9% | -22.9% | +7.6% |
| 1Y | +11.3% | +47.7% | -36.3% | +0.2% |
| 3Y | +274.9% | +34.8% | +240.1% | +237.0% |
| 5Y | +300.6% | +22.6% | +278.0% | +271.0% |
| 10Y | +944.2% | +266.4% | +677.8% | +739.2% |
| All | +944.2% | +264.7% | +679.5% | +739.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling