+29.3%
KDP vs AMBA
-15.4%
+44.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +5.8% |
| 7D | +5.3% | -8.1% | +13.4% | +4.8% |
| 30D | +19.1% | -10.8% | +29.9% | +18.4% |
| 3M | +19.2% | -25.9% | +45.1% | +17.6% |
| 6M | +29.3% | -13.9% | +43.1% | +29.8% |
| All | +29.3% | -15.4% | +44.7% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling