+256.4%
KDP vs APD
+188.9%
+67.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +8.2% | -0.2% | +8.4% | +8.3% |
| 30D | +18.4% | +11.0% | +7.3% | +15.5% |
| 3M | +29.2% | +2.0% | +27.2% | +28.6% |
| 6M | +32.3% | +7.1% | +25.2% | +29.9% |
| YTD | +38.5% | +29.8% | +8.7% | +29.5% |
| 1Y | +48.5% | +24.0% | +24.5% | +40.1% |
| 3Y | +32.5% | +27.2% | +5.3% | +22.1% |
| 5Y | +19.7% | +12.8% | +6.9% | +12.1% |
| 10Y | +256.4% | +185.0% | +71.4% | +168.9% |
| All | +256.4% | +188.9% | +67.5% | +168.9% |
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