+18.9%
KDP vs AMDL
+95.0%
-76.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -0.8% |
| 7D | +1.3% | +4.5% | -3.3% | +1.3% |
| 30D | +6.0% | -4.4% | +10.4% | +6.0% |
| 3M | +9.2% | -30.5% | +39.7% | +9.2% |
| 6M | +14.7% | +300.9% | -286.2% | +14.3% |
| YTD | +19.2% | +219.9% | -200.7% | +18.6% |
| 1Y | +15.2% | +374.7% | -359.5% | +14.8% |
| All | +18.9% | +95.0% | -76.2% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling