+21.8%
KDP vs AG
+123.1%
-101.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.1% | +4.5% | -2.4% | +2.1% |
| 30D | +8.5% | +12.9% | -4.4% | +8.7% |
| 3M | +6.6% | +20.9% | -14.3% | +7.1% |
| 6M | +17.1% | -19.5% | +36.6% | +17.4% |
| YTD | +19.0% | +24.8% | -5.7% | +21.8% |
| 1Y | +21.8% | +120.2% | -98.5% | +34.9% |
| All | +21.8% | +123.1% | -101.3% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling