+6.4%
KDP vs APTV
-54.7%
+61.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +2.1% | +2.0% | +0.1% | +1.9% |
| 30D | +8.5% | -7.7% | +16.2% | +8.9% |
| 3M | +6.6% | -34.0% | +40.6% | +9.0% |
| 6M | +17.1% | -37.1% | +54.2% | +19.8% |
| YTD | +19.0% | -39.9% | +58.9% | +22.0% |
| 1Y | +21.8% | -44.4% | +66.2% | +25.2% |
| 3Y | +6.4% | -54.5% | +60.9% | +12.7% |
| All | +6.4% | -54.7% | +61.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling