+50.7%
KDP vs AVTR
+5.1%
+45.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +2.2% | -3.6% | +5.8% | +2.7% |
| 30D | +19.9% | +0.8% | +19.2% | +19.7% |
| 3M | +21.5% | +17.4% | +4.1% | +18.4% |
| 6M | +30.1% | +83.5% | -53.4% | +17.9% |
| YTD | +34.9% | +35.0% | -0.1% | +27.5% |
| 1Y | +43.4% | +36.7% | +6.7% | +35.0% |
| 3Y | +29.1% | -15.3% | +44.4% | +27.3% |
| 5Y | +15.0% | -59.5% | +74.5% | +30.2% |
| All | +50.7% | +5.1% | +45.6% | +16.6% |
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