+593.1%
CEG vs KDP
+7.9%
+585.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | +12.1% | -0.8% | +12.9% | +12.1% |
| 30D | +0.2% | +9.7% | -9.5% | -0.2% |
| 3M | +0.7% | +17.6% | -16.9% | -0.1% |
| 6M | +2.2% | +25.8% | -23.5% | +0.8% |
| YTD | -20.3% | +33.9% | -54.2% | -22.0% |
| 1Y | -16.1% | +38.9% | -55.0% | -18.0% |
| 3Y | +134.7% | +26.8% | +107.9% | +121.8% |
| All | +593.1% | +7.9% | +585.2% | +596.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling