+1,278.3%
KDP vs AG
+286.5%
+991.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.2% |
| 3M | +21.5% | -12.2% | +33.7% | +21.8% |
| 6M | +30.1% | -28.3% | +58.4% | +31.0% |
| YTD | +34.9% | -8.8% | +43.8% | +34.3% |
| 1Y | +43.4% | +39.4% | +4.0% | +40.6% |
| 3Y | +29.1% | +229.4% | -200.3% | +21.1% |
| 5Y | +15.0% | +14.5% | +0.4% | +10.7% |
| 10Y | +234.1% | +82.7% | +151.4% | +206.8% |
| All | +1,278.3% | +286.5% | +991.8% | +804.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling