+256.4%
KDP vs AME
+438.4%
-182.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +8.2% | -4.1% | +12.3% | +9.3% |
| 30D | +18.4% | -4.1% | +22.5% | +19.3% |
| 3M | +29.2% | -5.6% | +34.8% | +30.7% |
| 6M | +32.3% | +2.8% | +29.4% | +30.0% |
| YTD | +38.5% | +16.6% | +21.9% | +30.4% |
| 1Y | +48.5% | +21.1% | +27.4% | +38.1% |
| 3Y | +32.5% | +61.1% | -28.6% | +10.0% |
| 5Y | +19.7% | +76.6% | -56.9% | -5.0% |
| 10Y | +256.4% | +431.3% | -174.9% | +129.8% |
| All | +256.4% | +438.4% | -182.0% | +129.8% |
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