-31.9%
CEG vs KDP
+41.3%
-73.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -6.1% |
| 7D | -4.8% | +5.3% | -10.1% | -4.3% |
| 30D | -8.2% | +19.1% | -27.3% | -7.6% |
| 3M | -7.9% | +19.2% | -27.1% | -7.3% |
| 6M | -23.2% | +29.3% | -52.5% | -23.7% |
| YTD | -30.1% | +35.5% | -65.7% | -31.3% |
| 1Y | -31.9% | +43.5% | -75.4% | -29.3% |
| All | -31.9% | +41.3% | -73.2% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling