-25.3%
CCL vs KDP
+17.7%
-43.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.1% | +2.1% | -2.2% | -0.7% |
| 30D | -20.0% | +8.5% | -28.4% | -21.9% |
| 3M | -13.7% | +6.6% | -20.3% | -15.3% |
| 6M | -9.0% | +17.1% | -26.1% | -13.3% |
| YTD | -22.8% | +19.0% | -41.9% | -26.1% |
| 1Y | -25.3% | +21.8% | -47.1% | -29.2% |
| All | -25.3% | +17.7% | -43.0% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling