+239.3%
KDP vs AME
+465.0%
-225.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.3% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | +16.3% | -4.2% | +20.5% | +17.2% |
| 3M | +24.0% | -5.9% | +29.9% | +25.5% |
| 6M | +30.0% | +2.8% | +27.2% | +27.7% |
| YTD | +36.1% | +16.6% | +19.5% | +28.2% |
| 1Y | +46.8% | +22.1% | +24.7% | +36.3% |
| 3Y | +30.5% | +64.7% | -34.2% | +7.6% |
| 5Y | +17.9% | +76.6% | -58.7% | -6.3% |
| 10Y | +239.3% | +443.9% | -204.6% | +125.6% |
| All | +239.3% | +465.0% | -225.7% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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