+213.9%
CAT vs KDP
+16.7%
+197.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | -19.7% | +9.7% | -29.4% | -20.8% |
| 3M | -29.6% | +17.6% | -47.2% | -31.4% |
| 6M | -33.2% | +25.8% | -59.0% | -36.0% |
| YTD | +5.7% | +33.9% | -28.2% | -0.1% |
| 1Y | +9.3% | +38.9% | -29.5% | +2.7% |
| 3Y | +158.3% | +26.8% | +131.5% | +140.1% |
| All | +213.9% | +16.7% | +197.3% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling