+703.9%
KDP vs AMCR
+100.3%
+603.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | +9.7% | +3.6% | +6.1% | +8.9% |
| 3M | +17.6% | -4.2% | +21.8% | +18.8% |
| 6M | +25.8% | +15.5% | +10.3% | +21.7% |
| YTD | +33.9% | +9.7% | +24.1% | +30.5% |
| 1Y | +38.9% | +8.3% | +30.6% | +35.7% |
| 3Y | +26.8% | +15.4% | +11.4% | +21.0% |
| 5Y | +16.3% | -9.1% | +25.5% | +16.1% |
| 10Y | +248.1% | +18.6% | +229.5% | +207.3% |
| All | +703.9% | +100.3% | +603.6% | +611.2% |
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