+674.0%
CAT vs KDP
+248.3%
+425.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.7% |
| 7D | -6.3% | +8.2% | -14.5% | -7.8% |
| 30D | -26.8% | +18.4% | -45.2% | -29.5% |
| 3M | -30.0% | +29.2% | -59.3% | -34.0% |
| 6M | -34.6% | +32.3% | -66.9% | -38.9% |
| YTD | +2.9% | +38.5% | -35.6% | -5.1% |
| 1Y | +3.3% | +48.5% | -45.2% | -6.3% |
| 3Y | +153.7% | +32.5% | +121.2% | +131.9% |
| 5Y | +207.3% | +19.7% | +187.6% | +188.1% |
| 10Y | +674.0% | +256.4% | +417.6% | +579.3% |
| All | +674.0% | +248.3% | +425.7% | +579.3% |
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