+1,232.8%
KDP vs AMP
+1,410.9%
-178.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.1% | -7.1% |
| 7D | -4.0% | +1.2% | -5.1% | -4.2% |
| 30D | +8.5% | +4.4% | +4.0% | +7.5% |
| 3M | +20.7% | -8.8% | +29.5% | +22.9% |
| 6M | +23.2% | +9.9% | +13.2% | +20.5% |
| YTD | +30.5% | +6.1% | +24.4% | +28.0% |
| 1Y | +35.9% | +10.6% | +25.3% | +32.1% |
| 3Y | +24.8% | +58.8% | -34.0% | +11.1% |
| 5Y | +13.4% | +79.0% | -65.6% | -3.2% |
| 10Y | +239.3% | +461.5% | -222.2% | +113.4% |
| All | +1,232.8% | +1,410.9% | -178.1% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 all: compounded portfolio wealth divided by compounded AMP 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…
all analysis · Full analysis span regression · 6 months rolling