+56.8%
KDP vs ACI
+34.0%
+22.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | +8.2% | -0.6% | +8.8% | +8.3% |
| 30D | +18.4% | +9.5% | +8.8% | +17.1% |
| 3M | +29.2% | +10.1% | +19.1% | +27.6% |
| 6M | +32.3% | -15.4% | +47.7% | +34.1% |
| YTD | +38.5% | -19.5% | +58.0% | +41.1% |
| 1Y | +48.5% | -21.0% | +69.5% | +51.5% |
| 3Y | +32.5% | -31.2% | +63.7% | +36.8% |
| 5Y | +19.7% | -40.6% | +60.3% | +23.9% |
| All | +56.8% | +34.0% | +22.9% | +46.1% |
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