+18.5%
KDP vs AFL
+10.4%
+8.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -4.3% | -3.3% | -1.0% | -3.6% |
| 30D | +7.8% | -5.0% | +12.8% | +8.9% |
| 3M | -0.1% | -1.8% | +1.7% | +0.7% |
| 6M | +14.0% | +4.8% | +9.2% | +14.3% |
| YTD | +15.1% | +5.4% | +9.6% | +15.3% |
| 1Y | +18.5% | +9.0% | +9.5% | +16.2% |
| All | +18.5% | +10.4% | +8.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling