+33.5%
KDP vs AMDL
+102.5%
-69.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.6% | +20.2% | +2.4% |
| 7D | -0.8% | +37.2% | -38.0% | -0.4% |
| 30D | +9.7% | -24.0% | +33.8% | +9.7% |
| 3M | +17.6% | -1.0% | +18.6% | +17.8% |
| 6M | +25.8% | -3.2% | +29.0% | +25.8% |
| YTD | +33.9% | +232.2% | -198.3% | +33.5% |
| 1Y | +38.9% | +137.7% | -98.9% | +38.4% |
| All | +33.5% | +102.5% | -69.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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