+1,339.3%
KDP vs AFL
+494.5%
+844.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +4.0% | +1.4% | +2.5% | +3.6% |
| 30D | +16.8% | +9.7% | +7.1% | +14.4% |
| 3M | +32.0% | +5.5% | +26.5% | +30.4% |
| 6M | +35.2% | +11.2% | +24.0% | +31.9% |
| YTD | +40.9% | +17.1% | +23.8% | +35.8% |
| 1Y | +47.7% | +14.0% | +33.6% | +43.1% |
| 3Y | +34.8% | +66.3% | -31.5% | +19.0% |
| 5Y | +22.6% | +152.7% | -130.0% | -2.3% |
| 10Y | +266.4% | +341.3% | -74.9% | +148.9% |
| All | +1,339.3% | +494.5% | +844.8% | +733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling