+5.0%
KDP vs AIG
+53.4%
-48.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.6% | -1.4% | -0.1% | -1.3% |
| 30D | +9.5% | -3.3% | +12.8% | +10.2% |
| 3M | +2.6% | +2.2% | +0.5% | +2.2% |
| 6M | +15.6% | -2.1% | +17.7% | +15.9% |
| YTD | +17.3% | -11.2% | +28.5% | +19.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.8% |
| 3Y | +4.9% | +34.4% | -29.5% | -2.3% |
| 5Y | +5.0% | +53.7% | -48.7% | -6.4% |
| All | +5.0% | +53.4% | -48.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling