+23.2%
KDP vs AIG
+9.7%
+13.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -4.0% | +2.0% | -6.0% | -4.7% |
| 30D | +8.5% | +6.3% | +2.1% | +6.6% |
| 3M | +20.7% | +9.2% | +11.5% | +18.2% |
| 6M | +23.2% | +9.5% | +13.7% | +20.5% |
| All | +23.2% | +9.7% | +13.5% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling