+247.9%
KDP vs AEE
+222.5%
+25.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | +9.7% | +9.7% | 0.0% | +6.3% |
| 3M | +17.6% | +5.9% | +11.7% | +15.3% |
| 6M | +25.8% | +6.7% | +19.1% | +22.9% |
| YTD | +33.9% | +17.4% | +16.5% | +26.7% |
| 1Y | +38.9% | +12.7% | +26.2% | +33.2% |
| 3Y | +26.8% | +68.2% | -41.4% | +6.0% |
| 5Y | +16.3% | +57.3% | -41.0% | -1.0% |
| All | +247.9% | +222.5% | +25.4% | +137.0% |
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