+32.8%
KDP vs AEM
-1.9%
+34.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.1% | +6.9% | +1.9% |
| 7D | +8.2% | +13.9% | -5.7% | +7.6% |
| 30D | +18.4% | +0.8% | +17.6% | +17.4% |
| 3M | +29.2% | +5.8% | +23.5% | +28.8% |
| All | +32.8% | -1.9% | +34.8% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling