+17.0%
KDP vs AG
+12.9%
+4.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | +2.2% | +6.3% | -4.1% | +2.0% |
| 30D | +19.9% | -8.9% | +28.9% | +20.1% |
| 3M | +21.5% | -12.2% | +33.7% | +21.7% |
| 6M | +30.1% | -28.3% | +58.4% | +30.8% |
| YTD | +34.9% | -8.8% | +43.8% | +34.4% |
| 1Y | +43.4% | +39.4% | +4.0% | +41.0% |
| 3Y | +29.1% | +229.4% | -200.3% | +19.5% |
| All | +17.0% | +12.9% | +4.0% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling