+1.8%
KDP vs AZO
+85.8%
-84.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -3.7% | -3.6% | -0.1% | -3.0% |
| 30D | +6.2% | -5.6% | +11.7% | +7.4% |
| 3M | +1.2% | -6.6% | +7.9% | +2.5% |
| 6M | +15.3% | -22.5% | +37.9% | +20.8% |
| YTD | +14.8% | -15.2% | +30.0% | +17.9% |
| 1Y | +17.6% | -33.9% | +51.5% | +27.0% |
| 3Y | +2.1% | +11.8% | -9.7% | -2.5% |
| All | +1.8% | +85.8% | -84.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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