+239.3%
KDP vs APA
+0.9%
+238.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -8.7% | +9.1% | +0.9% |
| 30D | +16.3% | -2.4% | +18.7% | +16.4% |
| 3M | +24.0% | +19.0% | +5.0% | +22.4% |
| 6M | +30.0% | +26.8% | +3.2% | +27.5% |
| YTD | +36.1% | +87.3% | -51.3% | +29.6% |
| 1Y | +46.8% | +92.3% | -45.5% | +39.5% |
| 3Y | +30.5% | +37.3% | -6.8% | +25.2% |
| 5Y | +17.9% | +73.2% | -55.3% | +9.0% |
| 10Y | +239.3% | -0.9% | +240.1% | +163.7% |
| All | +239.3% | +0.9% | +238.4% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling