+247.7%
APH vs KDP
+29.6%
+218.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.6% | -9.3% |
| 7D | -12.7% | +4.5% | -17.2% | -12.3% |
| 30D | -19.2% | +18.5% | -37.7% | -18.3% |
| 3M | -16.7% | +20.8% | -37.5% | -15.8% |
| 6M | +5.1% | +29.4% | -24.3% | +6.1% |
| YTD | +6.6% | +35.9% | -29.3% | +7.6% |
| 1Y | +3.9% | +42.5% | -38.6% | +5.0% |
| All | +247.7% | +29.6% | +218.2% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling