+16.3%
KDP vs ADVB
-97.4%
+113.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +16.3% | -61.4% | +77.7% | +15.6% |
| 3M | +24.0% | -67.8% | +91.8% | +23.2% |
| 6M | +30.0% | -66.9% | +96.9% | +29.3% |
| YTD | +36.1% | -64.9% | +101.0% | +35.6% |
| 1Y | +46.8% | -74.8% | +121.6% | +46.2% |
| All | +16.3% | -97.4% | +113.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling