+232.0%
KDP vs AMBA
-6.6%
+238.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +0.7% |
| 7D | +4.5% | -14.6% | +19.1% | +5.2% |
| 30D | +18.5% | -18.8% | +37.3% | +19.5% |
| 3M | +20.8% | -32.6% | +53.4% | +22.8% |
| 6M | +29.4% | -25.8% | +55.2% | +29.8% |
| YTD | +35.9% | -22.1% | +58.0% | +35.5% |
| 1Y | +42.5% | -36.2% | +78.7% | +43.3% |
| 3Y | +29.4% | +10.0% | +19.4% | +23.0% |
| 5Y | +15.8% | -71.6% | +87.4% | +16.8% |
| All | +232.0% | -6.6% | +238.6% | +185.0% |
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