+1,290.0%
KDP vs AEIS
+1,426.7%
-136.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -0.5% |
| 7D | +0.3% | +1.0% | -0.6% | -0.3% |
| 30D | +16.3% | -24.0% | +40.3% | +19.4% |
| 3M | +24.0% | -32.5% | +56.5% | +28.6% |
| 6M | +30.0% | -38.6% | +68.6% | +34.7% |
| YTD | +36.1% | +4.8% | +31.2% | +29.6% |
| 1Y | +46.8% | +1.3% | +45.5% | +40.3% |
| 3Y | +30.5% | +159.2% | -128.8% | +5.3% |
| 5Y | +17.9% | +140.8% | -122.9% | -5.8% |
| 10Y | +239.3% | +349.8% | -110.5% | +123.7% |
| All | +1,290.0% | +1,426.7% | -136.7% | +466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling