+30.1%
KDP vs AEIS
-44.0%
+74.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | 0.0% |
| 7D | +2.2% | -11.3% | +13.5% | +1.0% |
| 30D | +19.9% | -32.6% | +52.5% | +16.2% |
| 3M | +21.5% | -39.2% | +60.6% | +16.8% |
| 6M | +30.1% | -45.4% | +75.5% | +25.8% |
| All | +30.1% | -44.0% | +74.2% | +25.8% |
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