+56.1%
CDE vs KDP
+172.7%
-116.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | +9.5% | +6.2% | +3.3% | +7.0% |
| 3M | +25.5% | +1.2% | +24.3% | +24.4% |
| 6M | -7.9% | +15.3% | -23.2% | -13.3% |
| YTD | +15.6% | +14.8% | +0.7% | +8.8% |
| 1Y | +34.0% | +17.6% | +16.4% | +24.2% |
| 3Y | +791.9% | +2.1% | +789.8% | +754.5% |
| 5Y | +197.7% | +2.7% | +195.0% | +186.6% |
| All | +56.1% | +172.7% | -116.6% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling