+1,314.5%
KDP vs AGI
+488.2%
+826.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.3% | +7.1% | +1.9% |
| 7D | +8.2% | +13.9% | -5.7% | +7.8% |
| 30D | +18.4% | -6.2% | +24.6% | +18.5% |
| 3M | +29.2% | -6.9% | +36.2% | +29.4% |
| 6M | +32.3% | -28.7% | +61.0% | +33.3% |
| YTD | +38.5% | -19.8% | +58.3% | +38.8% |
| 1Y | +48.5% | -4.8% | +53.3% | +48.1% |
| 3Y | +32.5% | +144.3% | -111.8% | +27.7% |
| 5Y | +19.7% | +277.2% | -257.5% | +13.4% |
| 10Y | +256.4% | +365.9% | -109.5% | +231.6% |
| All | +1,314.5% | +488.2% | +826.2% | +1,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling