+615.7%
KDP vs AMCR
+106.4%
+509.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | -1.9% | +3.1% | +1.7% |
| 30D | +6.0% | -4.1% | +10.1% | +6.9% |
| 3M | +9.2% | +21.7% | -12.5% | +4.5% |
| 6M | +14.7% | +1.5% | +13.2% | +13.8% |
| YTD | +19.2% | +13.1% | +6.1% | +15.3% |
| 1Y | +15.2% | +16.5% | -1.3% | +10.6% |
| 3Y | +6.0% | +10.3% | -4.3% | +2.0% |
| 5Y | +5.4% | -7.7% | +13.1% | +4.7% |
| 10Y | +171.9% | +24.6% | +147.2% | +138.3% |
| All | +615.7% | +106.4% | +509.3% | +528.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling