+48.5%
KDP vs ACM
-45.8%
+94.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +8.2% | +6.6% | +1.6% | +7.6% |
| 30D | +18.4% | +19.8% | -1.4% | +16.7% |
| 3M | +29.2% | -3.1% | +32.4% | +27.7% |
| 6M | +32.3% | -11.5% | +43.8% | +30.4% |
| YTD | +38.5% | -24.7% | +63.2% | +36.7% |
| 1Y | +48.5% | -45.1% | +93.5% | +51.7% |
| All | +48.5% | -45.8% | +94.3% | +51.7% |
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