+1,117.5%
KDP vs AIG
-87.1%
+1,204.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +6.0% | -4.9% | +10.9% | +6.5% |
| 3M | +9.2% | +4.5% | +4.7% | +8.7% |
| 6M | +14.7% | -1.4% | +16.1% | +14.8% |
| YTD | +19.2% | -9.8% | +29.0% | +20.2% |
| 1Y | +15.2% | -4.5% | +19.7% | +15.4% |
| 3Y | +6.0% | +37.4% | -31.5% | +2.3% |
| 5Y | +5.4% | +55.0% | -49.5% | +0.1% |
| 10Y | +171.9% | +63.7% | +108.2% | +149.0% |
| All | +1,117.5% | -87.1% | +1,204.6% | +1,066.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling