+1,116.0%
KDP vs AGG
+63.9%
+1,052.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +8.5% | -0.4% | +8.8% | +8.6% |
| 3M | +6.6% | -0.3% | +6.9% | +6.7% |
| 6M | +17.1% | -1.2% | +18.3% | +17.4% |
| YTD | +19.0% | -0.4% | +19.4% | +19.2% |
| 1Y | +21.8% | +0.4% | +21.4% | +21.7% |
| 3Y | +6.4% | +13.4% | -7.0% | +4.1% |
| 5Y | +5.1% | -1.4% | +6.6% | +3.9% |
| 10Y | +175.8% | +14.8% | +161.0% | +173.4% |
| All | +1,116.0% | +63.9% | +1,052.1% | +1,086.2% |
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