+33.1%
KDP vs AVTR
+1.7%
+31.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | +1.3% | +2.7% | -1.4% | +0.9% |
| 30D | +6.0% | +12.1% | -6.1% | +4.2% |
| 3M | +9.2% | +57.2% | -48.1% | +1.6% |
| 6M | +14.7% | +73.1% | -58.4% | +4.8% |
| YTD | +19.2% | +30.6% | -11.4% | +13.4% |
| 1Y | +15.2% | +13.5% | +1.7% | +11.3% |
| 3Y | +6.0% | -31.0% | +37.0% | +8.6% |
| 5Y | +5.4% | -63.2% | +68.7% | +21.7% |
| All | +33.1% | +1.7% | +31.4% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling