+266.4%
KDP vs APD
+187.5%
+78.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.5% |
| 7D | +4.0% | -1.2% | +5.1% | +4.2% |
| 30D | +16.8% | +11.0% | +5.8% | +13.9% |
| 3M | +32.0% | +2.6% | +29.5% | +31.2% |
| 6M | +35.2% | +4.8% | +30.3% | +33.4% |
| YTD | +40.9% | +31.0% | +9.9% | +31.5% |
| 1Y | +47.7% | +23.4% | +24.3% | +39.5% |
| 3Y | +34.8% | +28.4% | +6.4% | +24.0% |
| 5Y | +22.6% | +15.2% | +7.4% | +14.2% |
| 10Y | +266.4% | +190.7% | +75.7% | +178.4% |
| All | +266.4% | +187.5% | +78.9% | +178.4% |
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