+1,117.5%
KDP vs AEP
+476.3%
+641.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | +1.8% | -0.5% | +0.6% |
| 30D | +6.0% | -0.8% | +6.8% | +6.2% |
| 3M | +9.2% | -1.8% | +11.0% | +9.8% |
| 6M | +14.7% | -5.4% | +20.1% | +16.8% |
| YTD | +19.2% | +10.4% | +8.7% | +14.6% |
| 1Y | +15.2% | +18.2% | -3.0% | +7.5% |
| 3Y | +6.0% | +79.0% | -73.0% | -16.3% |
| 5Y | +5.4% | +64.8% | -59.4% | -14.8% |
| 10Y | +171.9% | +170.8% | +1.0% | +70.8% |
| All | +1,117.5% | +476.3% | +641.2% | +395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling