+17.9%
KDP vs AEP
+82.5%
-64.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +0.3% | -1.5% | +1.9% | +0.8% |
| 30D | +16.3% | +4.5% | +11.8% | +14.5% |
| 3M | +24.0% | +2.8% | +21.1% | +22.7% |
| 6M | +30.0% | -0.7% | +30.6% | +30.0% |
| YTD | +36.1% | +13.8% | +22.2% | +29.9% |
| 1Y | +46.8% | +9.0% | +37.9% | +42.1% |
| 3Y | +30.5% | +83.0% | -52.5% | +2.2% |
| 5Y | +17.9% | +83.3% | -65.4% | -11.1% |
| All | +17.9% | +82.5% | -64.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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