+32.5%
KDP vs APD
+27.2%
+5.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +8.2% | -0.2% | +8.4% | +8.2% |
| 30D | +18.4% | +11.0% | +7.3% | +16.4% |
| 3M | +29.2% | +1.3% | +27.9% | +28.9% |
| 6M | +32.3% | +6.4% | +25.9% | +31.0% |
| YTD | +38.5% | +28.9% | +9.6% | +32.9% |
| 1Y | +48.5% | +23.2% | +25.3% | +43.3% |
| 3Y | +32.5% | +26.3% | +6.1% | +27.3% |
| All | +32.5% | +27.2% | +5.3% | +27.3% |
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 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