+266.4%
KDP vs AEM
+380.6%
-114.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +1.9% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | +16.8% | -1.2% | +18.0% | +16.7% |
| 3M | +32.0% | +2.5% | +29.5% | +31.6% |
| 6M | +35.2% | -5.1% | +40.2% | +35.1% |
| YTD | +40.9% | +10.4% | +30.5% | +39.4% |
| 1Y | +47.7% | +11.8% | +35.9% | +45.9% |
| 3Y | +34.8% | +315.6% | -280.9% | +22.2% |
| 5Y | +22.6% | +266.3% | -243.6% | +10.9% |
| 10Y | +266.4% | +427.4% | -160.9% | +226.2% |
| All | +266.4% | +380.6% | -114.2% | +226.2% |
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