+239.3%
KDP vs APD
+192.6%
+46.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +16.3% | +10.6% | +5.7% | +13.6% |
| 3M | +24.0% | +2.5% | +21.5% | +23.3% |
| 6M | +30.0% | +6.0% | +24.0% | +28.0% |
| YTD | +36.1% | +28.4% | +7.6% | +27.6% |
| 1Y | +46.8% | +22.2% | +24.7% | +39.1% |
| 3Y | +30.5% | +26.6% | +3.9% | +20.5% |
| 5Y | +17.9% | +11.8% | +6.1% | +10.7% |
| 10Y | +239.3% | +187.8% | +51.5% | +166.3% |
| All | +239.3% | +192.6% | +46.7% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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