+25.1%
KDP vs AS
+133.7%
-108.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.4% |
| 7D | +4.5% | +7.1% | -2.6% | +4.2% |
| 30D | +18.5% | +12.8% | +5.7% | +18.0% |
| 3M | +20.8% | -14.7% | +35.6% | +21.3% |
| 6M | +29.4% | -9.9% | +39.3% | +29.6% |
| YTD | +35.9% | -16.1% | +52.0% | +36.1% |
| 1Y | +42.5% | +0.2% | +42.3% | +41.9% |
| All | +25.1% | +133.7% | -108.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling