+1,059.7%
APH vs KDP
+172.2%
+887.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +5.0% | +1.3% | +3.7% | +4.6% |
| 30D | -3.9% | +6.0% | -9.9% | -5.3% |
| 3M | +13.0% | +9.2% | +3.8% | +10.0% |
| 6M | +25.2% | +14.7% | +10.5% | +20.2% |
| YTD | +22.9% | +19.2% | +3.7% | +16.8% |
| 1Y | +47.8% | +15.2% | +32.7% | +41.2% |
| 3Y | +283.0% | +6.0% | +277.1% | +266.7% |
| 5Y | +349.7% | +5.4% | +344.2% | +331.1% |
| All | +1,059.7% | +172.2% | +887.5% | +881.3% |
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