+453.6%
KDP vs ARES
+1,204.3%
-750.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.4% |
| 7D | +0.3% | +5.0% | -4.7% | -0.1% |
| 30D | +16.3% | +19.1% | -2.8% | +14.4% |
| 3M | +24.0% | +3.1% | +20.9% | +23.5% |
| 6M | +30.0% | +12.9% | +17.1% | +28.1% |
| YTD | +36.1% | -10.7% | +46.7% | +36.6% |
| 1Y | +46.8% | -5.5% | +52.4% | +46.5% |
| 3Y | +30.5% | +45.0% | -14.5% | +22.2% |
| 5Y | +17.9% | +87.4% | -69.5% | +5.4% |
| 10Y | +239.3% | +1,267.4% | -1,028.2% | +171.6% |
| All | +453.6% | +1,204.3% | -750.7% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling