+48.5%
KDP vs AR
+9.7%
+38.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.7% |
| 7D | +8.2% | -5.8% | +14.0% | +8.0% |
| 30D | +18.4% | +4.8% | +13.5% | +18.2% |
| 3M | +29.2% | +1.5% | +27.7% | +28.8% |
| 6M | +32.3% | +4.7% | +27.6% | +32.0% |
| YTD | +38.5% | +9.2% | +29.3% | +38.0% |
| 1Y | +48.5% | +11.2% | +37.3% | +48.1% |
| All | +48.5% | +9.7% | +38.8% | +48.1% |
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