+1,278.3%
KDP vs AA
-48.3%
+1,326.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +19.9% | -6.7% | +26.6% | +20.9% |
| 3M | +21.5% | -16.3% | +37.8% | +23.7% |
| 6M | +30.1% | -37.1% | +67.2% | +36.4% |
| YTD | +34.9% | -25.0% | +60.0% | +37.0% |
| 1Y | +43.4% | +8.6% | +34.8% | +38.4% |
| 3Y | +29.1% | +57.2% | -28.2% | +13.7% |
| 5Y | +15.0% | -13.0% | +28.0% | +4.7% |
| 10Y | +234.1% | +65.5% | +168.5% | +135.8% |
| All | +1,278.3% | -48.3% | +1,326.7% | +899.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling