+179.8%
KDP vs APTV
-21.3%
+201.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -1.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +9.5% | -10.6% | +20.1% | +11.2% |
| 3M | +2.6% | -35.0% | +37.6% | +8.8% |
| 6M | +15.6% | -38.9% | +54.5% | +23.1% |
| YTD | +17.3% | -41.5% | +58.8% | +25.4% |
| 1Y | +20.1% | -45.8% | +65.9% | +29.7% |
| 3Y | +4.9% | -55.7% | +60.6% | +14.8% |
| 5Y | +5.0% | -70.1% | +75.1% | +20.1% |
| 10Y | +179.8% | -19.1% | +198.9% | +137.3% |
| All | +179.8% | -21.3% | +201.1% | +137.3% |
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