+1,232.8%
KDP vs AON
+756.4%
+476.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -7.1% |
| 7D | -4.0% | -3.2% | -0.8% | -3.0% |
| 30D | +8.5% | +21.7% | -13.2% | +2.2% |
| 3M | +20.7% | -5.1% | +25.8% | +22.4% |
| 6M | +23.2% | +5.9% | +17.3% | +20.6% |
| YTD | +30.5% | -4.8% | +35.3% | +31.1% |
| 1Y | +35.9% | -4.1% | +39.9% | +36.1% |
| 3Y | +24.8% | +2.0% | +22.8% | +20.8% |
| 5Y | +13.4% | +15.2% | -1.8% | +3.9% |
| 10Y | +239.3% | +229.5% | +9.8% | +105.7% |
| All | +1,232.8% | +756.4% | +476.4% | +399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling