+6.8%
KDP vs AMBA
-54.5%
+61.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.3% | -11.0% | +12.2% | +1.6% |
| 30D | +6.0% | -23.2% | +29.1% | +6.8% |
| 3M | +9.2% | -12.7% | +21.9% | +9.2% |
| 6M | +14.7% | +11.2% | +3.5% | +13.2% |
| YTD | +19.2% | -11.2% | +30.4% | +18.6% |
| 1Y | +15.2% | -22.5% | +37.7% | +14.8% |
| 3Y | +6.0% | -1.3% | +7.3% | +2.5% |
| All | +6.8% | -54.5% | +61.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling