+562.3%
CEG vs KDP
+11.6%
+550.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.0% |
| 7D | +1.7% | +8.2% | -6.5% | +1.5% |
| 30D | -10.2% | +18.4% | -28.5% | -10.8% |
| 3M | -0.8% | +29.2% | -30.1% | -1.9% |
| 6M | -11.5% | +32.3% | -43.8% | -13.0% |
| YTD | -23.9% | +38.5% | -62.3% | -25.5% |
| 1Y | -25.4% | +48.5% | -73.9% | -27.3% |
| 3Y | +124.2% | +32.5% | +91.7% | +110.9% |
| All | +562.3% | +11.6% | +550.7% | +565.8% |
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