+1,075.3%
KDP vs AJG
+1,475.6%
-400.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | -8.5% | +4.2% | -1.7% |
| 30D | +7.8% | -3.8% | +11.6% | +9.0% |
| 3M | -0.1% | +10.8% | -10.9% | -3.5% |
| 6M | +14.0% | +15.6% | -1.6% | +8.2% |
| YTD | +15.1% | -5.1% | +20.2% | +15.7% |
| 1Y | +18.5% | -16.0% | +34.5% | +23.6% |
| 3Y | +2.9% | +9.7% | -6.9% | -3.1% |
| 5Y | +3.0% | +77.8% | -74.9% | -18.6% |
| 10Y | +174.4% | +478.2% | -303.9% | +40.9% |
| All | +1,075.3% | +1,475.6% | -400.3% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling