+1,117.5%
KDP vs AFL
+448.2%
+669.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +6.0% | -6.2% | +12.2% | +7.5% |
| 3M | +9.2% | +2.2% | +7.0% | +8.7% |
| 6M | +14.7% | +5.3% | +9.4% | +13.3% |
| YTD | +19.2% | +8.0% | +11.2% | +17.0% |
| 1Y | +15.2% | +10.2% | +4.9% | +12.4% |
| 3Y | +6.0% | +67.1% | -61.1% | -6.6% |
| 5Y | +5.4% | +135.6% | -130.2% | -14.8% |
| 10Y | +171.9% | +299.4% | -127.5% | +88.7% |
| All | +1,117.5% | +448.2% | +669.3% | +618.3% |
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