+170.1%
KDP vs AGI
+388.4%
-218.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.9% |
| 7D | -4.3% | -5.4% | +1.0% | -4.2% |
| 30D | +7.8% | +6.6% | +1.2% | +7.6% |
| 3M | -0.1% | +8.2% | -8.2% | -0.3% |
| 6M | +14.0% | -29.3% | +43.3% | +14.9% |
| YTD | +15.1% | -7.4% | +22.4% | +15.0% |
| 1Y | +18.5% | +7.9% | +10.6% | +17.9% |
| 3Y | +2.9% | +206.2% | -203.3% | -0.6% |
| 5Y | +3.0% | +397.6% | -394.6% | -2.0% |
| All | +170.1% | +388.4% | -218.3% | +168.4% |
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