+639.5%
CEG vs KDP
-4.0%
+643.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.9% |
| 7D | +8.0% | +1.3% | +6.8% | +8.0% |
| 30D | +12.9% | +6.0% | +7.0% | +12.6% |
| 3M | +13.2% | +9.2% | +4.0% | +12.4% |
| 6M | -7.0% | +14.7% | -21.7% | -8.1% |
| YTD | -15.0% | +19.2% | -34.2% | -16.3% |
| 1Y | -2.7% | +15.2% | -17.9% | -3.9% |
| 3Y | +184.1% | +6.0% | +178.1% | +178.2% |
| All | +639.5% | -4.0% | +643.4% | +647.9% |
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