+613.6%
KDP vs AR
-32.8%
+646.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.3% |
| 7D | +4.5% | -11.7% | +16.2% | +4.7% |
| 30D | +18.5% | +1.8% | +16.7% | +18.4% |
| 3M | +20.8% | +6.0% | +14.9% | +20.6% |
| 6M | +29.4% | -7.0% | +36.4% | +29.5% |
| YTD | +35.9% | +5.6% | +30.3% | +35.5% |
| 1Y | +42.5% | +10.8% | +31.6% | +41.9% |
| 3Y | +29.4% | +19.3% | +10.1% | +28.1% |
| 5Y | +15.8% | +73.3% | -57.5% | +13.5% |
| 10Y | +236.5% | +47.6% | +188.9% | +214.3% |
| All | +613.6% | -32.8% | +646.4% | +569.1% |
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 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