-32.7%
APP vs KDP
+36.0%
-68.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -3.0% |
| 7D | +10.6% | -4.0% | +14.5% | +10.6% |
| 30D | +44.6% | +8.5% | +36.1% | +45.3% |
| 3M | +29.6% | +20.7% | +8.9% | +31.7% |
| 6M | -19.8% | +23.2% | -42.9% | -16.0% |
| YTD | -41.6% | +30.5% | -72.1% | -35.9% |
| 1Y | -32.7% | +35.9% | -68.6% | -23.7% |
| All | -32.7% | +36.0% | -68.7% | -23.7% |
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 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