+145.1%
CCL vs KDP
+28.7%
+116.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +13.1% | +19.9% | -6.8% | +9.0% |
| 3M | +3.3% | +21.5% | -18.2% | -0.9% |
| 6M | +8.7% | +30.1% | -21.4% | +3.0% |
| YTD | -1.6% | +34.9% | -36.5% | -7.3% |
| 1Y | +14.0% | +43.4% | -29.4% | +6.5% |
| 3Y | +145.1% | +29.1% | +116.1% | +119.3% |
| All | +145.1% | +28.7% | +116.5% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling