+13.4%
KDP vs ADP
+49.9%
-36.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.5% |
| 7D | -4.0% | +0.3% | -4.2% | -4.1% |
| 30D | +8.5% | +11.6% | -3.2% | +5.3% |
| 3M | +20.7% | +15.1% | +5.6% | +16.3% |
| 6M | +23.2% | +46.0% | -22.9% | +11.6% |
| YTD | +30.5% | +22.4% | +8.1% | +24.1% |
| 1Y | +35.9% | +24.5% | +11.4% | +28.5% |
| 3Y | +24.8% | +44.8% | -20.0% | +12.7% |
| 5Y | +13.4% | +49.1% | -35.7% | +0.2% |
| All | +13.4% | +49.9% | -36.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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