+43.5%
KDP vs ALM
+44.8%
-1.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.8% | +5.9% |
| 7D | +5.3% | -6.4% | +11.7% | +5.2% |
| 30D | +19.1% | -35.0% | +54.1% | +18.4% |
| 3M | +19.2% | -33.8% | +53.0% | +18.6% |
| 6M | +29.3% | -55.0% | +84.3% | +28.2% |
| YTD | +35.5% | -0.2% | +35.8% | +39.0% |
| 1Y | +43.5% | +41.8% | +1.7% | +54.2% |
| All | +43.5% | +44.8% | -1.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling