+1.8%
KDP vs AJG
+74.4%
-72.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.7% | -8.3% | +4.6% | -1.7% |
| 30D | +6.2% | -5.7% | +11.9% | +7.6% |
| 3M | +1.2% | +9.1% | -7.9% | -0.9% |
| 6M | +15.3% | +15.2% | +0.1% | +11.1% |
| YTD | +14.8% | -6.3% | +21.1% | +16.5% |
| 1Y | +17.6% | -19.1% | +36.7% | +24.2% |
| 3Y | +2.1% | +8.2% | -6.1% | -2.9% |
| All | +1.8% | +74.4% | -72.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling