+239.3%
KDP vs AA
+64.5%
+174.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.5% |
| 7D | +0.3% | +4.8% | -4.5% | 0.0% |
| 30D | +16.3% | -0.6% | +17.0% | +16.3% |
| 3M | +24.0% | -16.3% | +40.3% | +25.2% |
| 6M | +30.0% | -33.4% | +63.4% | +33.0% |
| YTD | +36.1% | -20.7% | +56.8% | +36.6% |
| 1Y | +46.8% | +12.9% | +33.9% | +43.2% |
| 3Y | +30.5% | +75.7% | -45.2% | +19.5% |
| 5Y | +17.9% | -6.8% | +24.7% | +10.9% |
| 10Y | +239.3% | +53.6% | +185.6% | +162.7% |
| All | +239.3% | +64.5% | +174.8% | +162.7% |
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