+43.5%
KDP vs ACM
-46.6%
+90.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.6% |
| 7D | +5.3% | +9.5% | -4.2% | +4.6% |
| 30D | +19.1% | +14.7% | +4.4% | +17.9% |
| 3M | +19.2% | -9.5% | +28.6% | +18.1% |
| 6M | +29.3% | -18.0% | +47.3% | +27.8% |
| YTD | +35.5% | -27.3% | +62.8% | +34.3% |
| 1Y | +43.5% | -47.0% | +90.5% | +46.5% |
| All | +43.5% | -46.6% | +90.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling