+239.1%
KDP vs APA
+7.0%
+232.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.0% | -9.4% | -7.5% |
| 7D | -4.0% | +9.6% | -13.6% | -4.5% |
| 30D | +8.5% | -0.2% | +8.7% | +8.4% |
| 3M | +20.7% | +19.8% | +0.8% | +19.1% |
| 6M | +23.2% | +30.1% | -6.9% | +20.7% |
| YTD | +30.5% | +100.4% | -69.9% | +23.7% |
| 1Y | +35.9% | +105.2% | -69.3% | +28.6% |
| 3Y | +24.8% | +44.6% | -19.8% | +19.4% |
| 5Y | +13.4% | +88.8% | -75.4% | +4.3% |
| All | +239.1% | +7.0% | +232.1% | +163.3% |
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