+8.9%
CAT vs KDP
+41.3%
-32.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.9% | -11.1% | -4.9% |
| 7D | -17.1% | +5.3% | -22.4% | -16.9% |
| 30D | -30.1% | +19.1% | -49.2% | -30.2% |
| 3M | -32.4% | +19.2% | -51.5% | -32.5% |
| 6M | -32.1% | +29.3% | -61.4% | -34.1% |
| YTD | +4.1% | +35.5% | -31.4% | +0.2% |
| 1Y | +8.9% | +43.5% | -34.6% | +6.7% |
| All | +8.9% | +41.3% | -32.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling