+35.7%
KDP vs AMDL
+87.1%
-51.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.8% | -25.9% | +1.1% |
| 7D | +0.3% | +10.3% | -9.9% | +0.6% |
| 30D | +16.3% | -38.3% | +54.6% | +16.1% |
| 3M | +24.0% | -8.7% | +32.7% | +24.1% |
| 6M | +30.0% | -14.4% | +44.3% | +29.9% |
| YTD | +36.1% | +206.9% | -170.9% | +35.5% |
| 1Y | +46.8% | +144.4% | -97.6% | +46.2% |
| All | +35.7% | +87.1% | -51.4% | +37.3% |
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