+35.9%
KDP vs AGI
-12.3%
+48.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -7.2% |
| 7D | -4.0% | -7.5% | +3.5% | -3.6% |
| 30D | +8.5% | -9.9% | +18.3% | +8.5% |
| 3M | +20.7% | -14.2% | +34.9% | +20.9% |
| 6M | +23.2% | -35.2% | +58.4% | +25.3% |
| YTD | +30.5% | -25.2% | +55.7% | +31.3% |
| 1Y | +35.9% | -14.3% | +50.2% | +36.4% |
| All | +35.9% | -12.3% | +48.2% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling