+449.0%
KDP vs ARES
+1,152.0%
-703.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.2% | +4.5% | -2.3% | +1.8% |
| 30D | +19.9% | +15.7% | +4.2% | +18.3% |
| 3M | +21.5% | -2.0% | +23.5% | +21.6% |
| 6M | +30.1% | +10.4% | +19.7% | +28.5% |
| YTD | +34.9% | -14.2% | +49.2% | +36.0% |
| 1Y | +43.4% | -7.8% | +51.1% | +43.3% |
| 3Y | +29.1% | +41.4% | -12.3% | +21.2% |
| 5Y | +15.0% | +83.7% | -68.7% | +3.0% |
| 10Y | +234.1% | +1,204.1% | -970.0% | +168.6% |
| All | +449.0% | +1,152.0% | -703.0% | +340.1% |
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