+21.8%
KDP vs AA
+62.9%
-41.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | 0.0% |
| 7D | +2.1% | +1.7% | +0.4% | +2.1% |
| 30D | +8.5% | +3.3% | +5.1% | +8.6% |
| 3M | +6.6% | -29.4% | +36.0% | +6.3% |
| 6M | +17.1% | -12.8% | +29.9% | +16.1% |
| YTD | +19.0% | -2.1% | +21.2% | +17.6% |
| 1Y | +21.8% | +62.8% | -41.0% | +18.6% |
| All | +21.8% | +62.9% | -41.1% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling