+256.4%
KDP vs AG
+64.1%
+192.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.6% | +1.9% |
| 7D | +8.2% | +6.0% | +2.2% | +8.1% |
| 30D | +18.4% | -13.5% | +31.9% | +18.6% |
| 3M | +29.2% | -20.7% | +49.9% | +29.6% |
| 6M | +32.3% | -31.5% | +63.8% | +32.9% |
| YTD | +38.5% | -10.1% | +48.6% | +38.2% |
| 1Y | +48.5% | +26.0% | +22.5% | +47.1% |
| 3Y | +32.5% | +228.9% | -196.4% | +27.1% |
| 5Y | +19.7% | +8.7% | +11.0% | +16.6% |
| 10Y | +256.4% | +71.9% | +184.5% | +250.2% |
| All | +256.4% | +64.1% | +192.3% | +250.2% |
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