+15.2%
KDP vs AEM
+40.5%
-25.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | +24.0% | -18.0% | +6.2% |
| 3M | +9.2% | +16.1% | -6.9% | +9.6% |
| 6M | +14.7% | -11.6% | +26.3% | +15.9% |
| YTD | +19.2% | +21.5% | -2.4% | +21.3% |
| 1Y | +15.2% | +39.2% | -24.0% | +17.3% |
| All | +15.2% | +40.5% | -25.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling