-29.4%
CCL vs KDP
+264.7%
-294.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | -1.5% | +4.0% | -5.5% | -3.1% |
| 30D | +16.5% | +16.8% | -0.3% | +9.5% |
| 3M | +11.2% | +32.0% | -20.8% | -0.7% |
| 6M | +22.6% | +35.2% | -12.6% | +8.2% |
| YTD | +2.6% | +40.9% | -38.3% | -11.2% |
| 1Y | +17.0% | +47.7% | -30.7% | -0.8% |
| 3Y | +145.5% | +34.8% | +110.8% | +109.6% |
| 5Y | +36.1% | +22.6% | +13.5% | +21.6% |
| 10Y | -29.4% | +266.4% | -295.9% | -55.4% |
| All | -29.4% | +264.7% | -294.1% | -55.4% |
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