+7.6%
KDP vs APD
+9.1%
-1.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | +6.0% | +2.1% | +3.9% | +5.7% |
| 3M | +9.2% | +7.2% | +2.0% | +8.1% |
| 6M | +14.7% | +11.2% | +3.4% | +12.8% |
| YTD | +19.2% | +24.4% | -5.2% | +15.1% |
| 1Y | +15.2% | +6.7% | +8.5% | +14.1% |
| All | +7.6% | +9.1% | -1.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling