+831.4%
KDP vs APTV
+142.3%
+689.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | -0.2% |
| 7D | +2.2% | -10.2% | +12.4% | +3.9% |
| 30D | +19.9% | -10.8% | +30.8% | +22.0% |
| 3M | +21.5% | -14.8% | +36.3% | +24.2% |
| 6M | +30.1% | -30.6% | +60.7% | +36.1% |
| YTD | +34.9% | -48.2% | +83.1% | +46.8% |
| 1Y | +43.4% | -52.0% | +95.3% | +57.6% |
| 3Y | +29.1% | -47.0% | +76.1% | +36.6% |
| 5Y | +15.0% | -77.5% | +92.5% | +37.4% |
| 10Y | +234.1% | -27.0% | +261.0% | +194.4% |
| All | +831.4% | +142.3% | +689.1% | +591.8% |
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