+615.7%
KDP vs AMCR
+100.2%
+515.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +2.2% | +11.4% |
| 3Y | +6.0% | +6.9% | -1.0% | +2.7% |
| 5Y | +5.4% | -10.5% | +15.9% | +5.4% |
| 10Y | +171.9% | +20.9% | +151.0% | +139.9% |
| All | +615.7% | +100.2% | +515.5% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling