+17.0%
KDP vs AMC
-99.3%
+116.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.7% |
| 7D | +2.2% | +2.6% | -0.4% | +2.2% |
| 30D | +19.9% | +9.0% | +10.9% | +19.8% |
| 3M | +21.5% | +22.2% | -0.7% | +21.3% |
| 6M | +30.1% | +91.5% | -61.4% | +29.3% |
| YTD | +34.9% | +101.3% | -66.3% | +34.0% |
| 1Y | +43.4% | +20.8% | +22.6% | +42.9% |
| 3Y | +29.1% | -71.3% | +100.4% | +28.9% |
| All | +17.0% | -99.3% | +116.2% | +24.8% |
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