+6.4%
KDP vs AGI
+208.5%
-202.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +2.1% | +4.4% | -2.3% | +2.0% |
| 30D | +8.5% | +10.0% | -1.5% | +8.2% |
| 3M | +6.6% | +1.7% | +4.9% | +6.6% |
| 6M | +17.1% | -26.8% | +43.9% | +18.5% |
| YTD | +19.0% | -5.3% | +24.4% | +19.2% |
| 1Y | +21.8% | +11.5% | +10.3% | +21.1% |
| 3Y | +6.4% | +212.9% | -206.5% | -2.4% |
| All | +6.4% | +208.5% | -202.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling