+30.0%
KDP vs AMT
+13.5%
+16.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.5% | +4.4% | +0.1% | +3.4% |
| 30D | +18.5% | +17.7% | +0.8% | +13.5% |
| 3M | +20.8% | +16.7% | +4.2% | +16.0% |
| 6M | +29.4% | +11.1% | +18.3% | +25.2% |
| YTD | +35.9% | +13.9% | +22.0% | +30.5% |
| 1Y | +42.5% | +12.5% | +29.9% | +37.1% |
| All | +30.0% | +13.5% | +16.5% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling