+46.7%
KDP vs AGI
-8.5%
+55.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +1.9% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | +16.8% | -7.6% | +24.4% | +16.7% |
| 3M | +32.0% | -10.2% | +42.3% | +32.0% |
| 6M | +35.2% | -31.5% | +66.7% | +37.1% |
| YTD | +40.9% | -22.0% | +62.9% | +41.4% |
| All | +46.7% | -8.5% | +55.2% | +46.9% |
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 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