+229.6%
KDP vs AG
+89.9%
+139.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +2.2% | +6.3% | -4.1% | +2.1% |
| 30D | +19.9% | -8.9% | +28.9% | +20.1% |
| 3M | +21.5% | -12.2% | +33.7% | +21.6% |
| 6M | +30.1% | -28.3% | +58.4% | +30.6% |
| YTD | +34.9% | -8.8% | +43.8% | +34.7% |
| 1Y | +43.4% | +39.4% | +4.0% | +41.9% |
| 3Y | +29.1% | +229.4% | -200.3% | +24.1% |
| 5Y | +15.0% | +14.5% | +0.4% | +12.0% |
| All | +229.6% | +89.9% | +139.7% | +223.1% |
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