-58.0%
CBRS vs KDP
+25.1%
-83.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.0% | +8.8% |
| 7D | +0.4% | +0.3% | 0.0% | +1.0% |
| 30D | -41.1% | +16.3% | -57.4% | -29.1% |
| All | -58.0% | +25.1% | -83.0% | -38.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling