+1,267.4%
KDP vs AGG
+62.0%
+1,205.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | +9.7% | +0.6% | +9.1% | +9.6% |
| 3M | +17.6% | -1.6% | +19.2% | +18.1% |
| 6M | +25.8% | -1.6% | +27.4% | +26.3% |
| YTD | +33.9% | -1.5% | +35.4% | +34.4% |
| 1Y | +38.9% | -1.1% | +40.0% | +39.3% |
| 3Y | +26.8% | +13.6% | +13.2% | +24.1% |
| 5Y | +16.3% | -1.7% | +18.0% | +15.3% |
| 10Y | +248.1% | +16.1% | +232.0% | +247.0% |
| All | +1,267.4% | +62.0% | +1,205.4% | +1,237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling