+52.8%
KDP vs ACI
+29.9%
+22.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +19.9% | +10.3% | +9.6% | +18.5% |
| 3M | +21.5% | +7.2% | +14.3% | +20.4% |
| 6M | +30.1% | -18.0% | +48.1% | +32.4% |
| YTD | +34.9% | -22.0% | +56.9% | +38.0% |
| 1Y | +43.4% | -23.4% | +66.8% | +46.9% |
| 3Y | +29.1% | -35.8% | +64.9% | +34.4% |
| 5Y | +15.0% | -43.7% | +58.7% | +19.7% |
| All | +52.8% | +29.9% | +22.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling