+40.7%
KDP vs ALC
+24.0%
+16.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +1.3% | -2.1% | +3.4% | +1.8% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +9.2% | +5.9% | +3.3% | +7.6% |
| 6M | +14.7% | -15.9% | +30.6% | +18.9% |
| YTD | +19.2% | -10.1% | +29.3% | +21.4% |
| 1Y | +15.2% | -10.2% | +25.4% | +17.1% |
| 3Y | +6.0% | -13.6% | +19.5% | +6.9% |
| 5Y | +5.4% | -15.1% | +20.6% | +5.3% |
| All | +40.7% | +24.0% | +16.7% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling