+1,278.3%
KDP vs ACM
+142.5%
+1,135.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +5.4% | -3.2% | +1.2% |
| 30D | +19.9% | +15.1% | +4.8% | +16.7% |
| 3M | +21.5% | -10.5% | +31.9% | +23.7% |
| 6M | +30.1% | -19.7% | +49.8% | +34.8% |
| YTD | +34.9% | -28.8% | +63.8% | +42.3% |
| 1Y | +43.4% | -47.9% | +91.3% | +60.5% |
| 3Y | +29.1% | -12.4% | +41.4% | +28.6% |
| 5Y | +15.0% | +0.6% | +14.4% | +10.3% |
| 10Y | +234.1% | +161.3% | +72.8% | +149.7% |
| All | +1,278.3% | +142.5% | +1,135.8% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling