+6.4%
KDP vs AMCR
+10.1%
-3.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +2.1% | -1.8% | +3.9% | +2.5% |
| 30D | +8.5% | -6.0% | +14.5% | +10.1% |
| 3M | +6.6% | +18.9% | -12.3% | +2.3% |
| 6M | +17.1% | +5.7% | +11.4% | +15.3% |
| YTD | +19.0% | +11.1% | +8.0% | +15.8% |
| 1Y | +21.8% | +12.7% | +9.1% | +18.0% |
| 3Y | +6.4% | +9.6% | -3.1% | +1.1% |
| All | +6.4% | +10.1% | -3.6% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling