+43.5%
KDP vs AJG
+19.3%
+24.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.5% | +0.4% | +4.9% |
| 7D | +5.3% | +10.7% | -5.4% | +3.7% |
| 30D | +19.1% | +26.9% | -7.8% | +15.3% |
| 3M | +19.2% | +16.6% | +2.6% | +16.3% |
| 6M | +29.3% | +40.1% | -10.9% | +26.6% |
| YTD | +35.5% | +12.4% | +23.1% | +35.2% |
| 1Y | +43.5% | +15.9% | +27.5% | +43.3% |
| All | +43.5% | +19.3% | +24.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling