+247.9%
KDP vs APTV
-27.4%
+275.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.8% | -1.7% | +1.0% | -0.5% |
| 30D | +9.7% | -11.6% | +21.3% | +11.8% |
| 3M | +17.6% | -21.2% | +38.8% | +21.7% |
| 6M | +25.8% | -28.5% | +54.3% | +31.0% |
| YTD | +33.9% | -49.1% | +82.9% | +46.0% |
| 1Y | +38.9% | -52.2% | +91.1% | +52.8% |
| 3Y | +26.8% | -48.6% | +75.4% | +34.8% |
| 5Y | +16.3% | -77.3% | +93.6% | +39.6% |
| All | +247.9% | -27.4% | +275.3% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling