+175.8%
KDP vs ARES
+1,045.9%
-870.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +8.5% | +1.3% | +7.2% | +8.3% |
| 3M | +6.6% | +10.4% | -3.8% | +5.3% |
| 6M | +17.1% | +29.0% | -11.9% | +13.2% |
| YTD | +19.0% | -12.2% | +31.2% | +19.9% |
| 1Y | +21.8% | -18.4% | +40.2% | +23.5% |
| 3Y | +6.4% | +43.2% | -36.7% | -1.6% |
| 5Y | +5.1% | +102.6% | -97.4% | -9.3% |
| 10Y | +175.8% | +1,029.6% | -853.8% | +112.0% |
| All | +175.8% | +1,045.9% | -870.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling