+16.2%
KDP vs ALM
+410.2%
-394.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +2.6% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | +9.7% | -19.3% | +29.1% | +9.7% |
| 3M | +17.6% | -40.6% | +58.3% | +17.7% |
| 6M | +25.8% | -57.9% | +83.7% | +25.9% |
| YTD | +33.9% | -6.7% | +40.6% | +33.4% |
| 1Y | +38.9% | +20.2% | +18.7% | +38.2% |
| 3Y | +26.8% | +879.4% | -852.7% | +21.1% |
| All | +16.2% | +410.2% | -394.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling