+26.8%
KDP vs AVTR
-16.2%
+43.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -0.8% | +0.5% | -1.2% | -0.8% |
| 30D | +9.7% | -1.0% | +10.7% | +9.7% |
| 3M | +17.6% | +12.2% | +5.4% | +16.6% |
| 6M | +25.8% | +97.5% | -71.7% | +19.9% |
| YTD | +33.9% | +35.6% | -1.7% | +30.9% |
| 1Y | +38.9% | +32.8% | +6.1% | +36.0% |
| 3Y | +26.8% | -16.5% | +43.3% | +25.5% |
| All | +26.8% | -16.2% | +43.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling