+2.4%
CARR vs KDP
+4.7%
-2.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | -8.7% | +9.5% | -18.1% | -10.0% |
| 3M | -18.4% | +2.6% | -21.0% | -18.8% |
| 6M | -0.6% | +15.6% | -16.2% | -3.5% |
| YTD | +10.9% | +17.3% | -6.4% | +7.6% |
| 1Y | -7.3% | +20.1% | -27.4% | -10.7% |
| All | +2.4% | +4.7% | -2.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling