+43.5%
KDP vs AMT
+13.5%
+30.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +4.7% |
| 7D | +5.3% | +6.0% | -0.7% | +3.6% |
| 30D | +19.1% | +20.1% | -1.0% | +12.8% |
| 3M | +19.2% | +12.4% | +6.8% | +15.0% |
| 6M | +29.3% | +9.9% | +19.3% | +24.6% |
| YTD | +35.5% | +14.4% | +21.1% | +29.2% |
| 1Y | +43.5% | +12.4% | +31.0% | +37.7% |
| All | +43.5% | +13.5% | +30.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling