+229.6%
KDP vs AMBA
-0.9%
+230.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.0% |
| 7D | +2.2% | -7.2% | +9.4% | +2.5% |
| 30D | +19.9% | -10.4% | +30.3% | +20.4% |
| 3M | +21.5% | -30.1% | +51.6% | +23.2% |
| 6M | +30.1% | -22.4% | +52.5% | +30.3% |
| YTD | +34.9% | -17.3% | +52.3% | +34.2% |
| 1Y | +43.4% | -35.4% | +78.8% | +44.3% |
| 3Y | +29.1% | +18.6% | +10.5% | +22.2% |
| 5Y | +15.0% | -69.8% | +84.8% | +15.6% |
| All | +229.6% | -0.9% | +230.5% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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