+855.8%
KDP vs APTV
+143.1%
+712.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | +8.2% | -4.3% | +12.5% | +8.9% |
| 30D | +18.4% | -9.7% | +28.0% | +20.1% |
| 3M | +29.2% | -20.6% | +49.8% | +33.5% |
| 6M | +32.3% | -31.7% | +64.0% | +38.7% |
| YTD | +38.5% | -48.0% | +86.5% | +50.5% |
| 1Y | +48.5% | -52.1% | +100.6% | +63.3% |
| 3Y | +32.5% | -47.9% | +80.4% | +40.6% |
| 5Y | +19.7% | -76.9% | +96.6% | +42.4% |
| 10Y | +256.4% | -26.7% | +283.1% | +213.9% |
| All | +855.8% | +143.1% | +712.7% | +609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling