+266.4%
KDP vs ALLE
+212.2%
+54.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | +16.8% | +27.4% | -10.6% | +10.2% |
| 3M | +32.0% | +13.8% | +18.2% | +27.9% |
| 6M | +35.2% | +45.5% | -10.3% | +23.2% |
| YTD | +40.9% | +21.4% | +19.5% | +33.7% |
| 1Y | +47.7% | +15.4% | +32.3% | +41.7% |
| 3Y | +34.8% | +91.7% | -56.9% | +13.2% |
| 5Y | +22.6% | +54.5% | -31.9% | +6.9% |
| 10Y | +266.4% | +210.5% | +55.9% | +187.1% |
| All | +266.4% | +212.2% | +54.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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