+26.8%
KDP vs AGG
+14.0%
+12.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.8% | -1.5% | +0.7% | +0.3% |
| 30D | +9.7% | +0.6% | +9.1% | +9.5% |
| 3M | +17.6% | -1.6% | +19.2% | +18.8% |
| 6M | +25.8% | -1.6% | +27.4% | +27.0% |
| YTD | +33.9% | -1.5% | +35.4% | +35.2% |
| 1Y | +38.9% | -1.1% | +40.0% | +40.0% |
| 3Y | +26.8% | +13.6% | +13.2% | +21.4% |
| All | +26.8% | +14.0% | +12.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling