+29.1%
KDP vs AME
+62.2%
-33.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.9% |
| 7D | +2.2% | -5.2% | +7.4% | +2.5% |
| 30D | +19.9% | -8.0% | +28.0% | +20.6% |
| 3M | +21.5% | -8.9% | +30.4% | +22.2% |
| 6M | +30.1% | -5.0% | +35.1% | +30.1% |
| YTD | +34.9% | +11.9% | +23.1% | +32.1% |
| 1Y | +43.4% | +16.6% | +26.7% | +39.6% |
| 3Y | +29.1% | +62.5% | -33.4% | +16.0% |
| All | +29.1% | +62.2% | -33.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling