+34.6%
KDP vs AMDL
+47.6%
-13.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -0.4% |
| 7D | +2.2% | -26.2% | +28.4% | +2.0% |
| 30D | +19.9% | -57.1% | +77.0% | +19.3% |
| 3M | +21.5% | -29.8% | +51.3% | +21.2% |
| 6M | +30.1% | -22.2% | +52.3% | +29.6% |
| YTD | +34.9% | +142.1% | -107.2% | +34.0% |
| 1Y | +43.4% | +85.8% | -42.4% | +42.4% |
| All | +34.6% | +47.6% | -13.0% | +35.8% |
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