+6.7%
KDP vs AEE
+49.6%
-42.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | +6.0% | -2.3% | +8.3% | +6.9% |
| 3M | +9.2% | +0.2% | +9.0% | +9.2% |
| 6M | +14.7% | -4.7% | +19.4% | +16.7% |
| YTD | +19.2% | +8.1% | +11.1% | +15.9% |
| 1Y | +15.2% | +8.5% | +6.6% | +11.7% |
| All | +6.7% | +49.6% | -42.8% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling