+15.2%
KDP vs AR
+22.7%
-7.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.3% | +2.5% | -1.2% | +1.4% |
| 30D | +6.0% | +14.8% | -8.8% | +6.7% |
| 3M | +9.2% | +6.2% | +3.0% | +9.6% |
| 6M | +14.7% | +4.3% | +10.4% | +15.4% |
| YTD | +19.2% | +14.4% | +4.8% | +20.2% |
| 1Y | +15.2% | +21.3% | -6.2% | +17.6% |
| All | +15.2% | +22.7% | -7.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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