+22.6%
KDP vs AR
+98.1%
-75.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.7% |
| 7D | +4.0% | +2.1% | +1.9% | +3.9% |
| 30D | +16.8% | +4.5% | +12.3% | +16.5% |
| 3M | +32.0% | +1.0% | +31.0% | +31.8% |
| 6M | +35.2% | +4.4% | +30.7% | +34.7% |
| YTD | +40.9% | +10.9% | +30.0% | +39.9% |
| 1Y | +47.7% | +8.6% | +39.1% | +46.7% |
| 3Y | +34.8% | +48.5% | -13.7% | +30.1% |
| 5Y | +22.6% | +95.7% | -73.1% | +14.5% |
| All | +22.6% | +98.1% | -75.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling