+1,290.0%
KDP vs AEM
+318.5%
+971.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.6% |
| 7D | +0.3% | +17.8% | -17.5% | -0.6% |
| 30D | +16.3% | +6.2% | +10.1% | +15.8% |
| 3M | +24.0% | +12.5% | +11.4% | +22.9% |
| 6M | +30.0% | +4.4% | +25.6% | +29.2% |
| YTD | +36.1% | +19.2% | +16.9% | +33.9% |
| 1Y | +46.8% | +25.5% | +21.3% | +44.0% |
| 3Y | +30.5% | +346.4% | -316.0% | +17.7% |
| 5Y | +17.9% | +305.7% | -287.8% | +6.0% |
| 10Y | +239.3% | +375.9% | -136.7% | +197.0% |
| All | +1,290.0% | +318.5% | +971.5% | +984.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling