+15.2%
KDP vs AEIS
+93.3%
-78.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.8% |
| 7D | +1.3% | +3.0% | -1.7% | +1.3% |
| 30D | +6.0% | -14.6% | +20.6% | +5.7% |
| 3M | +9.2% | -12.4% | +21.6% | +8.8% |
| 6M | +14.7% | -15.0% | +29.7% | +14.1% |
| YTD | +19.2% | +34.3% | -15.1% | +15.8% |
| 1Y | +15.2% | +87.4% | -72.2% | +6.3% |
| All | +15.2% | +93.3% | -78.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling