+1,117.5%
KDP vs A
+651.0%
+466.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | +6.0% | +6.9% | -0.9% | +4.1% |
| 3M | +9.2% | +9.2% | 0.0% | +6.6% |
| 6M | +14.7% | +25.7% | -11.0% | +7.4% |
| YTD | +19.2% | +11.5% | +7.7% | +14.8% |
| 1Y | +15.2% | +18.4% | -3.2% | +8.9% |
| 3Y | +6.0% | +26.6% | -20.6% | -3.6% |
| 5Y | +5.4% | -12.8% | +18.2% | +3.9% |
| 10Y | +171.9% | +247.2% | -75.3% | +75.3% |
| All | +1,117.5% | +651.0% | +466.5% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling