+5.1%
KDP vs AVTR
-63.6%
+68.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +2.1% | +7.4% | -5.3% | +1.5% |
| 30D | +8.5% | +12.2% | -3.8% | +7.5% |
| 3M | +6.6% | +57.4% | -50.8% | +2.8% |
| 6M | +17.1% | +86.7% | -69.6% | +11.2% |
| YTD | +19.0% | +33.1% | -14.0% | +16.1% |
| 1Y | +21.8% | +16.1% | +5.6% | +20.0% |
| 3Y | +6.4% | -24.6% | +31.1% | +7.3% |
| 5Y | +5.1% | -63.5% | +68.6% | +13.1% |
| All | +5.1% | -63.6% | +68.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling