+104.3%
CEG vs KDP
+28.7%
+75.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.2% |
| 7D | -4.7% | +2.2% | -6.9% | -4.2% |
| 30D | -16.6% | +19.9% | -36.5% | -14.5% |
| 3M | -4.1% | +21.5% | -25.6% | -1.5% |
| 6M | -22.3% | +30.1% | -52.4% | -19.5% |
| YTD | -28.9% | +34.9% | -63.9% | -26.0% |
| 1Y | -28.5% | +43.4% | -71.8% | -24.6% |
| 3Y | +104.3% | +29.1% | +75.2% | +96.2% |
| All | +104.3% | +28.7% | +75.6% | +96.2% |
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