+6.4%
KDP vs AFL
+64.2%
-57.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +8.5% | -7.1% | +15.6% | +10.2% |
| 3M | +6.6% | +0.4% | +6.2% | +6.6% |
| 6M | +17.1% | +4.5% | +12.5% | +16.0% |
| YTD | +19.0% | +6.1% | +13.0% | +17.5% |
| 1Y | +21.8% | +10.6% | +11.2% | +18.9% |
| 3Y | +6.4% | +64.0% | -57.6% | -0.4% |
| All | +6.4% | +64.2% | -57.8% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling