+15.8%
KDP vs ALLE
+51.8%
-36.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +18.5% | +20.6% | -2.1% | +13.8% |
| 3M | +20.8% | +11.4% | +9.4% | +17.9% |
| 6M | +29.4% | +42.5% | -13.2% | +19.7% |
| YTD | +35.9% | +18.9% | +17.0% | +30.2% |
| 1Y | +42.5% | +14.2% | +28.3% | +37.6% |
| 3Y | +29.4% | +90.7% | -61.3% | +11.2% |
| 5Y | +15.8% | +52.5% | -36.7% | +4.0% |
| All | +15.8% | +51.8% | -36.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling