+490.4%
KDP vs ALM
+7,705.7%
-7,215.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +6.0% | +32.0% | -26.0% | +5.9% |
| 3M | +9.2% | -15.0% | +24.2% | +9.2% |
| 6M | +14.7% | -10.1% | +24.8% | +14.7% |
| YTD | +19.2% | +99.4% | -80.2% | +18.9% |
| 1Y | +15.2% | +316.4% | -301.2% | +14.6% |
| 3Y | +6.0% | +2,022.0% | -2,016.0% | +4.7% |
| 5Y | +5.4% | +941.2% | -935.8% | +4.3% |
| 10Y | +171.9% | +2,950.3% | -2,778.5% | +167.8% |
| All | +490.4% | +7,705.7% | -7,215.3% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling