+5.0%
KDP vs AU
+688.4%
-683.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +9.5% | +12.3% | -2.8% | +9.1% |
| 3M | +2.6% | +29.4% | -26.7% | +1.8% |
| 6M | +15.6% | +3.2% | +12.4% | +15.3% |
| YTD | +17.3% | +31.8% | -14.5% | +16.0% |
| 1Y | +20.1% | +83.4% | -63.3% | +17.3% |
| 3Y | +4.9% | +623.1% | -618.2% | -4.4% |
| 5Y | +5.0% | +700.5% | -695.5% | -7.0% |
| All | +5.0% | +688.4% | -683.4% | -7.0% |
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