+14.7%
KDP vs AEIS
-13.7%
+28.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.7% |
| 7D | +1.3% | +3.0% | -1.7% | +1.5% |
| 30D | +6.0% | -14.6% | +20.6% | +5.1% |
| 3M | +9.2% | -12.4% | +21.6% | +8.6% |
| 6M | +14.7% | -15.0% | +29.7% | +14.0% |
| All | +14.7% | -13.7% | +28.4% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling