+421.5%
CARR vs KDP
+85.6%
+335.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | -3.7% | -0.1% | -2.7% |
| 30D | -8.9% | +6.2% | -15.1% | -10.5% |
| 3M | -17.3% | +1.2% | -18.5% | -17.9% |
| 6M | -1.4% | +15.3% | -16.7% | -6.1% |
| YTD | +10.0% | +14.8% | -4.8% | +4.8% |
| 1Y | -6.4% | +17.6% | -24.0% | -11.9% |
| 3Y | +1.5% | +2.1% | -0.6% | -1.1% |
| 5Y | +9.3% | +2.7% | +6.6% | +7.3% |
| All | +421.5% | +85.6% | +335.9% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling