+394.0%
CARR vs KDP
+116.4%
+277.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +0.4% | +9.7% | -9.4% | -2.5% |
| 3M | -14.1% | +17.6% | -31.7% | -18.3% |
| 6M | -16.7% | +25.8% | -42.5% | -22.6% |
| YTD | +4.2% | +33.9% | -29.7% | -5.3% |
| 1Y | -0.2% | +38.9% | -39.1% | -10.4% |
| 3Y | +10.9% | +26.8% | -15.9% | +0.4% |
| 5Y | +3.9% | +16.3% | -12.5% | -1.8% |
| All | +394.0% | +116.4% | +277.6% | +327.6% |
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