+48.5%
KDP vs AMT
+12.4%
+36.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | +8.2% | +1.6% | +6.6% | +7.7% |
| 30D | +18.4% | +4.5% | +13.9% | +16.9% |
| 3M | +29.2% | +13.8% | +15.4% | +24.5% |
| 6M | +32.3% | +10.0% | +22.2% | +27.4% |
| YTD | +38.5% | +11.8% | +26.7% | +33.1% |
| 1Y | +48.5% | +10.2% | +38.3% | +43.5% |
| All | +48.5% | +12.4% | +36.1% | +43.5% |
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