+175.8%
KDP vs AME
+421.6%
-245.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | +2.8% | -0.7% | +1.2% |
| 30D | +8.5% | -6.3% | +14.7% | +10.5% |
| 3M | +6.6% | +5.4% | +1.2% | +4.6% |
| 6M | +17.1% | +7.4% | +9.6% | +13.9% |
| YTD | +19.0% | +16.2% | +2.9% | +12.9% |
| 1Y | +21.8% | +26.8% | -5.0% | +12.1% |
| 3Y | +6.4% | +57.5% | -51.1% | -10.4% |
| 5Y | +5.1% | +84.8% | -79.7% | -17.3% |
| 10Y | +175.8% | +424.3% | -248.5% | +81.1% |
| All | +175.8% | +421.6% | -245.8% | +81.1% |
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