+13.4%
KDP vs ACM
+3.9%
+9.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -4.0% | +5.1% | -9.1% | -4.7% |
| 30D | +8.5% | +18.7% | -10.2% | +5.9% |
| 3M | +20.7% | +15.5% | +5.2% | +18.2% |
| 6M | +23.2% | +1.2% | +22.0% | +22.3% |
| YTD | +30.5% | -25.2% | +55.7% | +34.3% |
| 1Y | +35.9% | -46.3% | +82.2% | +47.9% |
| 3Y | +24.8% | -9.6% | +34.4% | +19.7% |
| 5Y | +13.4% | +4.4% | +9.0% | +3.4% |
| All | +13.4% | +3.9% | +9.5% | +3.4% |
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