+179.8%
KDP vs AEE
+186.8%
-7.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +2.6% | -0.9% | +3.5% | +2.9% |
| 6M | +15.6% | -2.4% | +18.0% | +16.5% |
| YTD | +17.3% | +8.6% | +8.7% | +13.9% |
| 1Y | +20.1% | +10.2% | +9.9% | +16.0% |
| 3Y | +4.9% | +47.8% | -42.9% | -8.7% |
| 5Y | +5.0% | +40.1% | -35.1% | -7.5% |
| 10Y | +179.8% | +195.0% | -15.2% | +90.4% |
| All | +179.8% | +186.8% | -7.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling