+883.4%
APH vs KDP
+231.8%
+651.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | -5.9% | +2.2% | -8.1% | -6.6% |
| 30D | -14.8% | +19.9% | -34.7% | -18.5% |
| 3M | -12.4% | +21.5% | -33.9% | -16.7% |
| 6M | +8.1% | +30.1% | -22.0% | +0.7% |
| YTD | +10.9% | +34.9% | -24.0% | +2.1% |
| 1Y | +8.8% | +43.4% | -34.6% | -1.6% |
| 3Y | +262.1% | +29.1% | +233.0% | +228.4% |
| 5Y | +283.1% | +15.0% | +268.2% | +260.2% |
| All | +883.4% | +231.8% | +651.6% | +700.7% |
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 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