+15.8%
KDP vs AMC
-99.3%
+115.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.5% | +12.8% | +0.4% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +18.5% | +4.4% | +14.1% | +18.5% |
| 3M | +20.8% | +15.4% | +5.5% | +20.7% |
| 6M | +29.4% | +93.7% | -64.3% | +28.7% |
| YTD | +35.9% | +97.4% | -61.5% | +35.0% |
| 1Y | +42.5% | +23.2% | +19.3% | +41.9% |
| 3Y | +29.4% | -71.3% | +100.6% | +29.2% |
| 5Y | +15.8% | -99.3% | +115.1% | +20.5% |
| All | +15.8% | -99.3% | +115.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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