+21.9%
KDP vs APTV
-44.3%
+66.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +2.1% | +2.0% | +0.1% | +2.0% |
| 30D | +8.5% | -7.7% | +16.2% | +8.8% |
| 3M | +6.6% | -34.0% | +40.6% | +9.1% |
| 6M | +17.1% | -37.1% | +54.2% | +20.2% |
| YTD | +19.0% | -39.9% | +58.9% | +22.2% |
| All | +21.9% | -44.3% | +66.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling