+16.5%
APH vs KDP
+39.5%
-23.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.3% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | -5.4% | +9.7% | -15.1% | -4.2% |
| 3M | -5.5% | +17.6% | -23.1% | -3.9% |
| 6M | +25.9% | +25.8% | +0.1% | +26.3% |
| YTD | +16.4% | +33.9% | -17.5% | +16.3% |
| 1Y | +16.5% | +38.9% | -22.4% | +20.3% |
| All | +16.5% | +39.5% | -23.0% | +20.3% |
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 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