+29.3%
KDP vs AS
-8.6%
+37.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.1% | +0.8% | +5.2% |
| 7D | +5.3% | +13.8% | -8.4% | +3.9% |
| 30D | +19.1% | +16.7% | +2.4% | +17.3% |
| 3M | +19.2% | -11.5% | +30.7% | +18.1% |
| 6M | +29.3% | -5.5% | +34.8% | +28.7% |
| All | +29.3% | -8.6% | +37.8% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling