+6.1%
CCL vs KDP
+1,294.8%
-1,288.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +3.1% | +2.2% | +0.9% | +2.1% |
| 30D | +13.7% | +19.9% | -6.2% | +4.5% |
| 3M | +3.8% | +21.5% | -17.7% | -5.5% |
| 6M | +9.3% | +30.1% | -20.8% | -3.9% |
| YTD | -1.1% | +34.9% | -36.0% | -14.8% |
| 1Y | +14.6% | +43.4% | -28.8% | -4.3% |
| 3Y | +146.4% | +29.1% | +117.3% | +109.4% |
| 5Y | +21.9% | +15.0% | +6.9% | +9.6% |
| 10Y | -29.4% | +234.1% | -263.5% | -64.1% |
| All | +6.1% | +1,294.8% | -1,288.7% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling