+525.9%
KDP vs AR
-27.2%
+553.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.3% | +2.5% | -1.2% | +1.2% |
| 30D | +6.0% | +14.8% | -8.8% | +5.7% |
| 3M | +9.2% | +6.2% | +3.0% | +9.0% |
| 6M | +14.7% | +4.3% | +10.4% | +14.5% |
| YTD | +19.2% | +14.4% | +4.8% | +18.8% |
| 1Y | +15.2% | +21.3% | -6.2% | +14.5% |
| 3Y | +6.0% | +39.8% | -33.8% | +4.6% |
| 5Y | +5.4% | +142.1% | -136.7% | +2.8% |
| 10Y | +171.9% | +52.0% | +119.8% | +153.7% |
| All | +525.9% | -27.2% | +553.1% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling