+24.4%
KDP vs AAOX
-55.7%
+80.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | -1.6% |
| 7D | -1.6% | +8.3% | -9.9% | -1.4% |
| 30D | +9.5% | -41.8% | +51.3% | +8.8% |
| 3M | +2.6% | -73.3% | +75.9% | +2.5% |
| All | +24.4% | -55.7% | +80.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3y: compounded portfolio wealth divided by compounded AAOX 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…
3y analysis · Full analysis span regression · Available span rolling