+174.5%
KDP vs AG
+60.0%
+114.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +1.3% | +1.0% | +0.3% | +1.3% |
| 30D | +6.0% | +19.2% | -13.2% | +5.6% |
| 3M | +9.2% | +6.2% | +3.0% | +9.0% |
| 6M | +14.7% | -26.7% | +41.4% | +15.2% |
| YTD | +19.2% | +26.1% | -6.9% | +18.3% |
| 1Y | +15.2% | +131.7% | -116.5% | +12.6% |
| 3Y | +6.0% | +255.3% | -249.4% | +1.5% |
| 5Y | +5.4% | +61.9% | -56.5% | +2.0% |
| All | +174.5% | +60.0% | +114.5% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling