+282.2%
APH vs KDP
+14.9%
+267.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -5.9% | +2.2% | -8.1% | -6.2% |
| 30D | -14.8% | +19.9% | -34.7% | -16.9% |
| 3M | -12.4% | +21.5% | -33.9% | -14.9% |
| 6M | +8.1% | +30.1% | -22.0% | +3.3% |
| YTD | +10.9% | +34.9% | -24.0% | +5.1% |
| 1Y | +8.8% | +43.4% | -34.6% | +1.7% |
| 3Y | +262.1% | +29.1% | +233.0% | +230.5% |
| All | +282.2% | +14.9% | +267.2% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling