+229.6%
KDP vs ALM
+2,022.9%
-1,793.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | +2.2% | -6.7% | +8.9% | +2.3% |
| 30D | +19.9% | -32.9% | +52.8% | +20.8% |
| 3M | +21.5% | -39.5% | +61.0% | +22.5% |
| 6M | +30.1% | -62.0% | +92.1% | +32.2% |
| YTD | +34.9% | -7.8% | +42.8% | +33.7% |
| 1Y | +43.4% | +26.7% | +16.7% | +40.8% |
| 3Y | +29.1% | +825.4% | -796.3% | +16.6% |
| 5Y | +15.0% | +401.2% | -386.2% | +4.6% |
| All | +229.6% | +2,022.9% | -1,793.3% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling