+725.3%
CAT vs KDP
+231.8%
+493.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -10.3% | +2.2% | -12.5% | -10.8% |
| 30D | -31.2% | +19.9% | -51.1% | -33.9% |
| 3M | -34.7% | +21.5% | -56.1% | -37.5% |
| 6M | -39.5% | +30.1% | -69.6% | -43.2% |
| YTD | -1.7% | +34.9% | -36.6% | -8.7% |
| 1Y | -1.1% | +43.4% | -44.5% | -9.4% |
| 3Y | +143.9% | +29.1% | +114.8% | +124.6% |
| 5Y | +194.8% | +15.0% | +179.8% | +179.2% |
| All | +725.3% | +231.8% | +493.5% | +677.9% |
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