+31.0%
KDP vs AVTR
+1.1%
+30.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -1.6% | +1.6% | -3.1% | -1.8% |
| 30D | +9.5% | +8.4% | +1.1% | +8.2% |
| 3M | +2.6% | +50.2% | -47.5% | -3.8% |
| 6M | +15.6% | +82.6% | -67.0% | +4.7% |
| YTD | +17.3% | +29.8% | -12.5% | +11.7% |
| 1Y | +20.1% | +16.0% | +4.1% | +15.6% |
| 3Y | +4.9% | -26.4% | +31.4% | +6.1% |
| 5Y | +5.0% | -64.5% | +69.5% | +22.2% |
| All | +31.0% | +1.1% | +30.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling