+229.6%
KDP vs AA
+63.3%
+166.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +19.9% | -6.7% | +26.6% | +20.4% |
| 3M | +21.5% | -16.3% | +37.8% | +22.7% |
| 6M | +30.1% | -37.1% | +67.2% | +33.6% |
| YTD | +34.9% | -25.0% | +60.0% | +36.0% |
| 1Y | +43.4% | +8.6% | +34.8% | +40.2% |
| 3Y | +29.1% | +57.2% | -28.2% | +19.5% |
| 5Y | +15.0% | -13.0% | +28.0% | +8.8% |
| All | +229.6% | +63.3% | +166.3% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling