+169.5%
KDP vs AMCR
+14.6%
+154.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -3.7% | -6.3% | +2.6% | -1.9% |
| 30D | +6.2% | -7.8% | +14.0% | +8.7% |
| 3M | +1.2% | +7.5% | -6.3% | -1.0% |
| 6M | +15.3% | +2.7% | +12.7% | +13.7% |
| YTD | +14.8% | +6.0% | +8.8% | +11.9% |
| 1Y | +17.6% | +7.8% | +9.8% | +14.0% |
| 3Y | +2.1% | +5.8% | -3.7% | -2.1% |
| 5Y | +2.7% | -11.6% | +14.4% | +3.0% |
| All | +169.5% | +14.6% | +154.9% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling