+239.1%
KDP vs AEIS
+350.2%
-111.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.3% |
| 7D | -4.0% | +23.2% | -27.2% | -5.5% |
| 30D | +8.5% | -17.0% | +25.5% | +9.6% |
| 3M | +20.7% | -32.2% | +52.8% | +23.7% |
| 6M | +23.2% | -32.6% | +55.7% | +25.3% |
| YTD | +30.5% | +9.4% | +21.1% | +25.1% |
| 1Y | +35.9% | +7.7% | +28.2% | +30.4% |
| 3Y | +24.8% | +157.9% | -133.1% | +5.7% |
| 5Y | +13.4% | +154.8% | -141.4% | -5.5% |
| All | +239.1% | +350.2% | -111.2% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling