+1,288.1%
KDP vs AMT
+517.4%
+770.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.5% | +4.4% | +0.1% | +3.2% |
| 30D | +18.5% | +17.7% | +0.8% | +12.7% |
| 3M | +20.8% | +16.7% | +4.2% | +15.2% |
| 6M | +29.4% | +11.1% | +18.3% | +24.7% |
| YTD | +35.9% | +13.9% | +22.0% | +29.6% |
| 1Y | +42.5% | +12.5% | +29.9% | +36.3% |
| 3Y | +29.4% | +13.2% | +16.2% | +21.7% |
| 5Y | +15.8% | -17.9% | +33.7% | +17.9% |
| 10Y | +236.5% | +122.8% | +113.6% | +138.1% |
| All | +1,288.1% | +517.4% | +770.7% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling