-41.7%
CCL vs KDP
+173.4%
-215.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.6% |
| 7D | -4.4% | -1.6% | -2.8% | -3.8% |
| 30D | -18.2% | +9.5% | -27.7% | -21.2% |
| 3M | -17.7% | +2.6% | -20.3% | -18.8% |
| 6M | -13.0% | +15.6% | -28.6% | -18.3% |
| YTD | -24.5% | +17.3% | -41.8% | -29.6% |
| 1Y | -26.9% | +20.1% | -47.0% | -32.9% |
| 3Y | +50.8% | +4.9% | +45.8% | +42.9% |
| 5Y | -0.9% | +5.0% | -5.9% | -6.0% |
| 10Y | -41.7% | +179.8% | -221.5% | -57.7% |
| All | -41.7% | +173.4% | -215.1% | -57.7% |
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 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