+55.4%
CCL vs KDP
+6.1%
+49.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | -20.3% | +6.0% | -26.3% | -21.4% |
| 3M | -15.1% | +9.2% | -24.3% | -16.8% |
| 6M | -15.1% | +14.7% | -29.8% | -17.8% |
| YTD | -21.8% | +19.2% | -41.0% | -24.6% |
| 1Y | -24.8% | +15.2% | -40.0% | -27.1% |
| All | +55.4% | +6.1% | +49.4% | +47.9% |
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