+13.3%
KDP vs AR
+99.2%
-86.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -7.4% |
| 7D | -4.0% | +6.4% | -10.4% | -4.2% |
| 30D | +8.5% | +3.1% | +5.3% | +8.3% |
| 3M | +20.7% | +3.3% | +17.4% | +20.4% |
| 6M | +23.2% | +6.6% | +16.6% | +22.7% |
| YTD | +30.5% | +12.3% | +18.2% | +29.5% |
| 1Y | +35.9% | +12.3% | +23.5% | +34.8% |
| 3Y | +24.8% | +50.4% | -25.6% | +20.5% |
| All | +13.3% | +99.2% | -86.0% | +5.7% |
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