+6.4%
KDP vs AEIS
+173.5%
-167.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | +2.1% | +8.1% | -6.1% | +2.1% |
| 30D | +8.5% | -11.1% | +19.6% | +8.5% |
| 3M | +6.6% | -5.6% | +12.3% | +6.3% |
| 6M | +17.1% | -0.6% | +17.7% | +16.3% |
| YTD | +19.0% | +38.0% | -19.0% | +17.0% |
| 1Y | +21.8% | +87.2% | -65.5% | +18.5% |
| 3Y | +6.4% | +179.7% | -173.2% | -0.2% |
| All | +6.4% | +173.5% | -167.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling