+179.8%
KDP vs AEM
+349.9%
-170.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | +9.5% | +12.5% | -3.0% | +8.7% |
| 3M | +2.6% | +26.9% | -24.3% | +1.2% |
| 6M | +15.6% | -9.4% | +25.1% | +16.0% |
| YTD | +17.3% | +20.3% | -2.9% | +15.6% |
| 1Y | +20.1% | +33.8% | -13.7% | +17.4% |
| 3Y | +4.9% | +349.8% | -344.9% | -5.9% |
| 5Y | +5.0% | +301.0% | -296.0% | -6.2% |
| 10Y | +179.8% | +376.1% | -196.3% | +149.2% |
| All | +179.8% | +349.9% | -170.2% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling