+1,117.5%
KDP vs ACM
+140.7%
+976.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +6.0% | -11.1% | +17.1% | +8.1% |
| 3M | +9.2% | -8.0% | +17.2% | +10.5% |
| 6M | +14.7% | -29.7% | +44.3% | +21.8% |
| YTD | +19.2% | -29.4% | +48.6% | +25.9% |
| 1Y | +15.2% | -46.4% | +61.6% | +28.1% |
| 3Y | +6.0% | -22.3% | +28.3% | +8.2% |
| 5Y | +5.4% | +4.5% | +1.0% | +0.2% |
| 10Y | +171.9% | +127.6% | +44.2% | +109.0% |
| All | +1,117.5% | +140.7% | +976.8% | +647.7% |
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 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