+1,117.5%
KDP vs AGI
+604.2%
+513.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +6.0% | +18.2% | -12.2% | +5.4% |
| 3M | +9.2% | -4.1% | +13.3% | +9.2% |
| 6M | +14.7% | -28.7% | +43.4% | +15.6% |
| YTD | +19.2% | -4.0% | +23.2% | +18.9% |
| 1Y | +15.2% | +17.4% | -2.2% | +14.1% |
| 3Y | +6.0% | +203.0% | -197.0% | +1.6% |
| 5Y | +5.4% | +376.7% | -371.2% | -0.8% |
| 10Y | +171.9% | +407.5% | -235.6% | +152.4% |
| All | +1,117.5% | +604.2% | +513.3% | +890.0% |
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