+10.4%
CCL vs KDP
+36.0%
-25.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.4% | +3.0% | -1.5% |
| 7D | -0.3% | -4.0% | +3.6% | +1.3% |
| 30D | +10.3% | +8.5% | +1.9% | +7.7% |
| 3M | +6.6% | +20.7% | -14.1% | -0.1% |
| 6M | +20.0% | +23.2% | -3.2% | +11.6% |
| YTD | -1.9% | +30.5% | -32.4% | -8.8% |
| 1Y | +10.4% | +35.9% | -25.4% | -0.4% |
| All | +10.4% | +36.0% | -25.5% | -0.4% |
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 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