+1,288.1%
KDP vs APD
+434.9%
+853.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | +18.5% | +10.1% | +8.4% | +15.0% |
| 3M | +20.8% | +4.9% | +16.0% | +19.0% |
| 6M | +29.4% | +2.5% | +26.9% | +28.0% |
| YTD | +35.9% | +27.8% | +8.1% | +25.0% |
| 1Y | +42.5% | +32.9% | +9.6% | +28.7% |
| 3Y | +29.4% | +13.4% | +16.0% | +20.1% |
| 5Y | +15.8% | +12.8% | +3.0% | +6.0% |
| 10Y | +236.5% | +194.6% | +41.9% | +107.0% |
| All | +1,288.1% | +434.9% | +853.2% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling