+58.1%
KDP vs ALC
+30.4%
+27.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.8% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | +9.7% | +16.0% | -6.3% | +5.9% |
| 3M | +17.6% | +0.8% | +16.8% | +17.3% |
| 6M | +25.8% | +16.8% | +8.9% | +21.0% |
| YTD | +33.9% | -5.5% | +39.4% | +34.7% |
| 1Y | +38.9% | -5.3% | +44.1% | +39.5% |
| 3Y | +26.8% | +4.1% | +22.7% | +21.7% |
| 5Y | +16.3% | -7.1% | +23.4% | +13.5% |
| All | +58.1% | +30.4% | +27.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling