+266.4%
KDP vs AIG
+69.4%
+197.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | +16.8% | +6.6% | +10.2% | +15.3% |
| 3M | +32.0% | +7.9% | +24.2% | +30.1% |
| 6M | +35.2% | +10.4% | +24.8% | +32.4% |
| YTD | +40.9% | -1.3% | +42.2% | +40.8% |
| 1Y | +47.7% | +11.5% | +36.2% | +43.9% |
| 3Y | +34.8% | +38.8% | -4.0% | +24.5% |
| 5Y | +22.6% | +57.8% | -35.2% | +8.7% |
| 10Y | +266.4% | +68.4% | +198.0% | +179.0% |
| All | +266.4% | +69.4% | +197.0% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling