+266.2%
KDP vs AGI
+413.3%
-147.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +1.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +16.8% | -7.6% | +24.4% | +16.9% |
| 3M | +32.0% | -10.2% | +42.3% | +32.2% |
| 6M | +35.2% | -31.5% | +66.7% | +36.1% |
| YTD | +40.9% | -22.0% | +62.9% | +41.3% |
| 1Y | +47.7% | -7.9% | +55.5% | +47.5% |
| 3Y | +34.8% | +137.6% | -102.8% | +31.3% |
| 5Y | +22.6% | +256.7% | -234.1% | +17.9% |
| All | +266.2% | +413.3% | -147.1% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling