+29.1%
KDP vs AR
+19.9%
+9.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +2.2% | -14.3% | +16.5% | +2.2% |
| 30D | +19.9% | +1.4% | +18.5% | +19.8% |
| 3M | +21.5% | +3.4% | +18.1% | +21.4% |
| 6M | +30.1% | -2.1% | +32.2% | +30.0% |
| YTD | +34.9% | +4.7% | +30.2% | +34.7% |
| 1Y | +43.4% | +10.6% | +32.8% | +43.0% |
| 3Y | +29.1% | +24.6% | +4.5% | +32.8% |
| All | +29.1% | +19.9% | +9.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling