+1,267.4%
KDP vs AIG
-85.9%
+1,353.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -0.8% | +6.6% | -7.4% | -1.4% |
| 30D | +9.7% | +7.0% | +2.7% | +9.0% |
| 3M | +17.6% | +9.7% | +7.9% | +16.6% |
| 6M | +25.8% | +10.8% | +15.0% | +24.5% |
| YTD | +33.9% | -1.3% | +35.1% | +33.9% |
| 1Y | +38.9% | +8.4% | +30.5% | +37.6% |
| 3Y | +26.8% | +39.0% | -12.2% | +22.3% |
| 5Y | +16.3% | +59.6% | -43.3% | +10.2% |
| 10Y | +248.1% | +68.4% | +179.7% | +217.8% |
| All | +1,267.4% | -85.9% | +1,353.3% | +1,199.0% |
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 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