+2.5%
KDP vs AUR
-34.9%
+37.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.2% |
| 7D | +2.1% | +19.2% | -17.2% | +1.8% |
| 30D | +8.5% | -7.8% | +16.3% | +8.5% |
| 3M | +6.6% | +4.0% | +2.6% | +6.5% |
| 6M | +17.1% | +45.0% | -27.9% | +16.3% |
| YTD | +19.0% | +69.5% | -50.5% | +17.9% |
| 1Y | +21.8% | +13.0% | +8.8% | +21.2% |
| 3Y | +6.4% | +90.4% | -83.9% | +3.2% |
| 5Y | +5.1% | -34.2% | +39.3% | -1.0% |
| All | +2.5% | -34.9% | +37.4% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling