+1,278.3%
KDP vs APA
-54.8%
+1,333.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +2.2% | -15.5% | +17.7% | +3.8% |
| 30D | +19.9% | +2.4% | +17.6% | +19.5% |
| 3M | +21.5% | +22.8% | -1.3% | +18.6% |
| 6M | +30.1% | +17.9% | +12.2% | +27.1% |
| YTD | +34.9% | +87.7% | -52.7% | +25.0% |
| 1Y | +43.4% | +94.2% | -50.8% | +32.2% |
| 3Y | +29.1% | +27.2% | +1.9% | +21.9% |
| 5Y | +15.0% | +74.1% | -59.2% | +1.5% |
| 10Y | +234.1% | +2.6% | +231.4% | +172.1% |
| All | +1,278.3% | -54.8% | +1,333.1% | +984.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling