+20.5%
KDP vs APD
+12.7%
+7.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.9% |
| 3M | +29.2% | +2.0% | +27.2% | +28.7% |
| 6M | +32.3% | +7.1% | +25.2% | +30.4% |
| YTD | +38.5% | +29.8% | +8.7% | +30.9% |
| 1Y | +48.5% | +24.0% | +24.5% | +41.4% |
| 3Y | +32.5% | +27.2% | +5.3% | +23.8% |
| All | +20.5% | +12.7% | +7.9% | +16.1% |
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