+1,117.5%
KDP vs AEE
+367.2%
+750.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 6M | +14.7% | -4.7% | +19.4% | +16.7% |
| YTD | +19.2% | +8.1% | +11.1% | +15.4% |
| 1Y | +15.2% | +8.5% | +6.6% | +11.2% |
| 3Y | +6.0% | +48.9% | -42.9% | -10.3% |
| 5Y | +5.4% | +39.9% | -34.5% | -9.3% |
| 10Y | +171.9% | +186.5% | -14.7% | +66.5% |
| All | +1,117.5% | +367.2% | +750.3% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling