+247.9%
KDP vs AFL
+339.8%
-91.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.5% |
| 30D | +9.7% | +8.0% | +1.8% | +7.5% |
| 3M | +17.6% | +5.9% | +11.7% | +15.8% |
| 6M | +25.8% | +11.6% | +14.1% | +22.1% |
| YTD | +33.9% | +17.5% | +16.3% | +27.9% |
| 1Y | +38.9% | +13.3% | +25.6% | +34.0% |
| 3Y | +26.8% | +67.0% | -40.2% | +9.0% |
| 5Y | +16.3% | +150.6% | -134.3% | -11.7% |
| All | +247.9% | +339.8% | -91.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling