+47.7%
KDP vs AEM
+11.3%
+36.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +1.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | +16.8% | -1.2% | +18.0% | +16.3% |
| 3M | +32.0% | +2.5% | +29.5% | +31.5% |
| 6M | +35.2% | -5.1% | +40.2% | +35.7% |
| YTD | +40.9% | +10.4% | +30.5% | +42.5% |
| 1Y | +47.7% | +11.8% | +35.9% | +49.6% |
| All | +47.7% | +11.3% | +36.4% | +49.6% |
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