+179.8%
KDP vs AEIS
+545.5%
-365.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -1.6% | +6.5% | -8.0% | -2.1% |
| 30D | +9.5% | -9.2% | +18.7% | +10.2% |
| 3M | +2.6% | -8.3% | +11.0% | +2.4% |
| 6M | +15.6% | -6.3% | +22.0% | +14.4% |
| YTD | +17.3% | +36.5% | -19.2% | +11.1% |
| 1Y | +20.1% | +84.8% | -64.7% | +9.6% |
| 3Y | +4.9% | +176.6% | -171.7% | -10.6% |
| 5Y | +5.0% | +237.1% | -232.1% | -14.4% |
| 10Y | +179.8% | +554.7% | -374.9% | +79.5% |
| All | +179.8% | +545.5% | -365.8% | +79.5% |
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