+1,486.2%
CAT vs KDP
+1,132.0%
+354.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -6.6% | +6.0% | -12.5% | -8.6% |
| 3M | -13.3% | +9.2% | -22.5% | -16.5% |
| 6M | +11.6% | +14.7% | -3.1% | +5.4% |
| YTD | +42.9% | +19.2% | +23.8% | +33.0% |
| 1Y | +95.4% | +15.2% | +80.3% | +82.9% |
| 3Y | +196.6% | +6.0% | +190.6% | +179.9% |
| 5Y | +321.7% | +5.4% | +316.2% | +295.7% |
| 10Y | +1,140.8% | +171.9% | +968.9% | +655.6% |
| All | +1,486.2% | +1,132.0% | +354.2% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling