+596.3%
CDE vs KDP
+28.1%
+568.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -9.6% | -0.8% | -8.8% | -9.5% |
| 30D | -6.7% | +9.7% | -16.4% | -7.3% |
| 3M | -24.2% | +17.6% | -41.8% | -25.2% |
| 6M | -29.1% | +25.8% | -54.9% | -30.4% |
| YTD | -21.5% | +33.9% | -55.4% | -23.2% |
| 1Y | -7.4% | +38.9% | -46.3% | -9.9% |
| 3Y | +596.3% | +26.8% | +569.5% | +527.7% |
| All | +596.3% | +28.1% | +568.2% | +527.7% |
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 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