+6.8%
KDP vs ACI
-42.9%
+49.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +6.0% | +5.9% | +0.1% | +5.2% |
| 3M | +9.2% | -19.8% | +29.0% | +11.8% |
| 6M | +14.7% | -24.7% | +39.4% | +18.3% |
| YTD | +19.2% | -24.4% | +43.6% | +22.8% |
| 1Y | +15.2% | -31.5% | +46.7% | +20.1% |
| 3Y | +6.0% | -38.7% | +44.7% | +11.7% |
| All | +6.8% | -42.9% | +49.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling