+43.4%
KDP vs APD
+24.7%
+18.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +2.2% | -3.7% | +5.9% | +2.8% |
| 30D | +19.9% | +9.6% | +10.3% | +18.8% |
| 3M | +21.5% | +1.6% | +19.8% | +21.2% |
| 6M | +30.1% | +2.2% | +27.9% | +30.6% |
| YTD | +34.9% | +25.9% | +9.1% | +34.4% |
| 1Y | +43.4% | +20.1% | +23.2% | +42.4% |
| All | +43.4% | +24.7% | +18.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling