+19.7%
KDP vs AMT
-19.6%
+39.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | +8.2% | +1.6% | +6.6% | +7.8% |
| 30D | +18.4% | +4.5% | +13.9% | +17.1% |
| 3M | +29.2% | +13.8% | +15.4% | +25.2% |
| 6M | +32.3% | +10.0% | +22.2% | +28.7% |
| YTD | +38.5% | +11.8% | +26.7% | +34.0% |
| 1Y | +48.5% | +10.2% | +38.3% | +44.1% |
| 3Y | +32.5% | +15.1% | +17.3% | +26.3% |
| 5Y | +19.7% | -18.8% | +38.5% | +22.6% |
| All | +19.7% | -19.6% | +39.3% | +22.6% |
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