+229.6%
KDP vs AMT
+113.8%
+115.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +19.9% | +13.6% | +6.3% | +15.9% |
| 3M | +21.5% | +11.5% | +10.0% | +17.9% |
| 6M | +30.1% | +6.9% | +23.2% | +27.2% |
| YTD | +34.9% | +10.8% | +24.1% | +30.5% |
| 1Y | +43.4% | +10.3% | +33.1% | +38.8% |
| 3Y | +29.1% | +12.4% | +16.7% | +22.8% |
| 5Y | +15.0% | -20.1% | +35.1% | +18.2% |
| All | +229.6% | +113.8% | +115.9% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling