+17.0%
KDP vs APD
+11.0%
+6.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.2% | -3.7% | +5.9% | +3.0% |
| 30D | +19.9% | +9.6% | +10.3% | +17.8% |
| 3M | +21.5% | +1.6% | +19.8% | +21.1% |
| 6M | +30.1% | +2.2% | +27.9% | +29.5% |
| YTD | +34.9% | +25.9% | +9.1% | +28.4% |
| 1Y | +43.4% | +20.1% | +23.2% | +37.5% |
| 3Y | +29.1% | +12.4% | +16.7% | +24.0% |
| All | +17.0% | +11.0% | +6.0% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling