+256.4%
KDP vs APA
+0.4%
+256.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +8.2% | -5.5% | +13.8% | +8.5% |
| 30D | +18.4% | -1.2% | +19.5% | +18.3% |
| 3M | +29.2% | +10.6% | +18.7% | +28.2% |
| 6M | +32.3% | +28.4% | +3.8% | +29.7% |
| YTD | +38.5% | +89.7% | -51.3% | +31.8% |
| 1Y | +48.5% | +90.6% | -42.1% | +41.2% |
| 3Y | +32.5% | +36.9% | -4.4% | +27.1% |
| 5Y | +19.7% | +83.2% | -63.5% | +10.2% |
| 10Y | +256.4% | -0.1% | +256.5% | +177.9% |
| All | +256.4% | +0.4% | +256.0% | +177.9% |
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