-34.5%
CDE vs KDP
+1,130.5%
-1,165.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.3% | +2.1% | +0.2% | +1.3% |
| 30D | +18.8% | +8.5% | +10.3% | +13.9% |
| 3M | +23.5% | +6.6% | +16.9% | +18.8% |
| 6M | -8.6% | +17.1% | -25.7% | -16.5% |
| YTD | +16.0% | +19.0% | -3.0% | +4.8% |
| 1Y | +42.1% | +21.8% | +20.3% | +25.6% |
| 3Y | +835.9% | +6.4% | +829.4% | +761.7% |
| 5Y | +197.6% | +5.1% | +192.5% | +175.6% |
| 10Y | +39.6% | +175.8% | -136.3% | -27.4% |
| All | -34.5% | +1,130.5% | -1,165.0% | -89.7% |
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 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