+18.5%
KDP vs AON
-15.2%
+33.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | -4.3% | -5.9% | +1.6% | -3.9% |
| 30D | +7.8% | -13.7% | +21.5% | +9.0% |
| 3M | -0.1% | -8.3% | +8.2% | +1.1% |
| 6M | +14.0% | -3.6% | +17.6% | +15.8% |
| YTD | +15.1% | -12.4% | +27.4% | +16.8% |
| 1Y | +18.5% | -14.6% | +33.2% | +18.9% |
| All | +18.5% | -15.2% | +33.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling