+16.2%
KDP vs ACI
-42.9%
+59.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | +9.7% | +1.2% | +8.5% | +9.5% |
| 3M | +17.6% | +6.8% | +10.8% | +16.4% |
| 6M | +25.8% | -18.7% | +44.5% | +28.6% |
| YTD | +33.9% | -20.2% | +54.1% | +37.1% |
| 1Y | +38.9% | -23.7% | +62.6% | +43.1% |
| 3Y | +26.8% | -31.6% | +58.4% | +32.1% |
| All | +16.2% | -42.9% | +59.1% | +21.7% |
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