+384.9%
KDP vs ARES
+1,196.0%
-811.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.3% | -1.7% | +2.9% | +1.4% |
| 30D | +6.0% | +0.3% | +5.7% | +5.9% |
| 3M | +9.2% | +8.5% | +0.7% | +8.2% |
| 6M | +14.7% | +23.5% | -8.8% | +11.9% |
| YTD | +19.2% | -11.2% | +30.4% | +19.8% |
| 1Y | +15.2% | -19.3% | +34.5% | +16.7% |
| 3Y | +6.0% | +48.7% | -42.7% | -1.0% |
| 5Y | +5.4% | +106.5% | -101.1% | -6.7% |
| 10Y | +171.9% | +1,055.3% | -883.5% | +117.9% |
| All | +384.9% | +1,196.0% | -811.0% | +287.6% |
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