+930.0%
APH vs KDP
+247.6%
+682.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.3% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | -5.4% | +9.7% | -15.1% | -7.7% |
| 3M | -5.5% | +17.6% | -23.1% | -9.4% |
| 6M | +25.9% | +25.8% | +0.1% | +18.1% |
| YTD | +16.4% | +33.9% | -17.5% | +7.2% |
| 1Y | +16.5% | +38.9% | -22.4% | +6.2% |
| 3Y | +270.9% | +26.8% | +244.1% | +237.6% |
| 5Y | +289.5% | +16.3% | +273.2% | +264.3% |
| All | +930.0% | +247.6% | +682.4% | +736.4% |
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