+6.4%
KDP vs AON
-3.6%
+10.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.2% |
| 7D | +2.1% | -3.2% | +5.3% | +2.5% |
| 30D | +8.5% | -11.9% | +20.3% | +10.4% |
| 3M | +6.6% | -2.9% | +9.5% | +7.3% |
| 6M | +17.1% | -6.8% | +23.9% | +18.3% |
| YTD | +19.0% | -10.1% | +29.1% | +21.0% |
| 1Y | +21.8% | -14.2% | +36.0% | +24.8% |
| 3Y | +6.4% | -3.3% | +9.7% | +9.6% |
| All | +6.4% | -3.6% | +10.1% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling