+22.6%
KDP vs AU
+389.3%
-366.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +1.8% |
| 7D | +4.0% | +4.7% | -0.7% | +3.8% |
| 30D | +16.8% | -1.5% | +18.3% | +16.7% |
| 3M | +32.0% | -5.0% | +37.0% | +32.0% |
| 6M | +35.2% | -13.5% | +48.7% | +35.4% |
| YTD | +40.9% | +11.7% | +29.2% | +39.8% |
| 1Y | +47.7% | +21.3% | +26.3% | +46.0% |
| 3Y | +34.8% | +545.0% | -510.2% | +23.0% |
| 5Y | +22.6% | +412.0% | -389.3% | +7.3% |
| All | +22.6% | +389.3% | -366.7% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling