+35.2%
KDP vs AFL
+12.9%
+22.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +4.0% | +1.4% | +2.5% | +3.0% |
| 30D | +16.8% | +9.7% | +7.1% | +10.7% |
| 3M | +32.0% | +5.5% | +26.5% | +27.1% |
| 6M | +35.2% | +11.2% | +24.0% | +28.8% |
| All | +35.2% | +12.9% | +22.3% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling