+5.1%
KDP vs AEM
+297.7%
-292.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +2.1% | +4.3% | -2.3% | +1.9% |
| 30D | +8.5% | +13.1% | -4.7% | +7.7% |
| 3M | +6.6% | +24.8% | -18.2% | +5.3% |
| 6M | +17.1% | -8.2% | +25.3% | +17.6% |
| YTD | +19.0% | +19.8% | -0.8% | +17.4% |
| 1Y | +21.8% | +32.1% | -10.3% | +19.0% |
| 3Y | +6.4% | +348.2% | -341.7% | -6.9% |
| 5Y | +5.1% | +297.5% | -292.3% | -9.0% |
| All | +5.1% | +297.7% | -292.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling