+170.1%
KDP vs AU
+694.8%
-524.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.9% |
| 7D | -4.3% | -7.0% | +2.7% | -4.2% |
| 30D | +7.8% | +7.3% | +0.5% | +7.7% |
| 3M | -0.1% | +33.2% | -33.3% | -0.6% |
| 6M | +14.0% | -0.6% | +14.6% | +13.8% |
| YTD | +15.1% | +26.2% | -11.1% | +14.4% |
| 1Y | +18.5% | +68.3% | -49.8% | +17.2% |
| 3Y | +2.9% | +592.1% | -589.2% | -1.4% |
| 5Y | +3.0% | +685.3% | -682.3% | -1.9% |
| All | +170.1% | +694.8% | -524.7% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling