+2.4%
KDP vs AGG
+12.6%
-10.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.5% |
| 7D | -4.3% | -0.9% | -3.4% | -3.8% |
| 30D | +7.8% | -1.0% | +8.8% | +8.4% |
| 3M | -0.1% | -1.3% | +1.2% | +0.8% |
| 6M | +14.0% | -2.1% | +16.1% | +15.4% |
| YTD | +15.1% | -1.2% | +16.3% | +16.0% |
| 1Y | +18.5% | -0.5% | +19.0% | +19.0% |
| All | +2.4% | +12.6% | -10.2% | -4.6% |
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