+45.9%
KDP vs ALM
+21.0%
+24.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.2% | +1.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +16.3% | -26.1% | +42.4% | +15.9% |
| 3M | +24.0% | -38.1% | +62.1% | +23.4% |
| 6M | +30.0% | -55.4% | +85.4% | +29.2% |
| YTD | +36.1% | -0.4% | +36.5% | +38.5% |
| All | +45.9% | +21.0% | +24.9% | +51.4% |
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