+6.8%
KDP vs AMT
-31.6%
+38.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.0% | +4.6% | +1.4% | +4.9% |
| 3M | +9.2% | -8.4% | +17.6% | +11.2% |
| 6M | +14.7% | -6.0% | +20.7% | +15.9% |
| YTD | +19.2% | +2.1% | +17.1% | +18.0% |
| 1Y | +15.2% | -6.4% | +21.5% | +16.2% |
| 3Y | +6.0% | +8.1% | -2.1% | +2.7% |
| All | +6.8% | -31.6% | +38.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling