+3.0%
KDP vs AUR
-36.2%
+39.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.9% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +7.8% | -8.9% | +16.7% | +7.9% |
| 3M | -0.1% | +4.6% | -4.7% | -0.2% |
| 6M | +14.0% | +44.9% | -30.9% | +13.2% |
| YTD | +15.1% | +64.8% | -49.8% | +14.0% |
| 1Y | +18.5% | +16.4% | +2.1% | +17.9% |
| 3Y | +2.9% | +85.1% | -82.2% | -0.1% |
| 5Y | +3.0% | -36.1% | +39.1% | -1.3% |
| All | +3.0% | -36.2% | +39.2% | -1.3% |
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