+17.0%
KDP vs AMT
-20.2%
+37.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.2% |
| 3M | +21.5% | +11.5% | +10.0% | +18.3% |
| 6M | +30.1% | +6.9% | +23.2% | +27.5% |
| YTD | +34.9% | +10.8% | +24.1% | +30.9% |
| 1Y | +43.4% | +10.3% | +33.1% | +39.2% |
| 3Y | +29.1% | +12.4% | +16.7% | +23.8% |
| All | +17.0% | -20.2% | +37.2% | +20.3% |
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