+16.2%
KDP vs AUR
-57.9%
+74.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.6% |
| 7D | -0.8% | -4.5% | +3.7% | -0.7% |
| 30D | +9.7% | -16.6% | +26.4% | +9.9% |
| 3M | +17.6% | -38.5% | +56.1% | +18.2% |
| 6M | +25.8% | -49.9% | +75.7% | +26.7% |
| YTD | +33.9% | +9.6% | +24.2% | +33.2% |
| 1Y | +38.9% | +1.2% | +37.7% | +38.3% |
| 3Y | +26.8% | +128.8% | -102.0% | +22.9% |
| All | +16.2% | -57.9% | +74.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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