+17.0%
KDP vs ALC
-11.2%
+28.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +2.2% | +4.9% | -2.7% | +1.3% |
| 30D | +19.9% | +19.0% | +1.0% | +16.1% |
| 3M | +21.5% | +7.8% | +13.7% | +19.6% |
| 6M | +30.1% | +14.6% | +15.5% | +26.6% |
| YTD | +34.9% | -4.4% | +39.4% | +35.1% |
| 1Y | +43.4% | +1.4% | +42.0% | +41.9% |
| 3Y | +29.1% | +2.5% | +26.6% | +25.4% |
| All | +17.0% | -11.2% | +28.2% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling