+5.0%
KDP vs AON
+9.3%
-4.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | -1.6% | -7.9% | +6.4% | 0.0% |
| 30D | +9.5% | -14.6% | +24.1% | +12.9% |
| 3M | +2.6% | -7.9% | +10.5% | +4.2% |
| 6M | +15.6% | -8.0% | +23.6% | +17.3% |
| YTD | +17.3% | -13.2% | +30.6% | +20.3% |
| 1Y | +20.1% | -16.4% | +36.5% | +24.0% |
| 3Y | +4.9% | -6.7% | +11.6% | +5.0% |
| 5Y | +5.0% | +8.0% | -3.0% | -0.6% |
| All | +5.0% | +9.3% | -4.3% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling