+17.0%
KDP vs ACM
-2.7%
+19.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +5.4% | -3.2% | +1.5% |
| 30D | +19.9% | +15.1% | +4.8% | +17.6% |
| 3M | +21.5% | -10.5% | +31.9% | +22.8% |
| 6M | +30.1% | -19.7% | +49.8% | +33.1% |
| YTD | +34.9% | -28.8% | +63.8% | +39.9% |
| 1Y | +43.4% | -47.9% | +91.3% | +56.6% |
| 3Y | +29.1% | -12.4% | +41.4% | +24.1% |
| All | +17.0% | -2.7% | +19.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling