+1,438.7%
CIEN vs KDP
+175.4%
+1,263.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -5.3% | +2.1% | -7.4% | -5.8% |
| 30D | -17.2% | +8.5% | -25.7% | -19.0% |
| 3M | -26.9% | +6.6% | -33.5% | -28.6% |
| 6M | +16.0% | +17.1% | -1.0% | +10.2% |
| YTD | +45.9% | +19.0% | +26.9% | +37.8% |
| 1Y | +186.8% | +21.8% | +165.0% | +168.0% |
| 3Y | +607.8% | +6.4% | +601.3% | +573.0% |
| 5Y | +506.7% | +5.1% | +501.6% | +478.3% |
| 10Y | +1,438.7% | +175.8% | +1,262.9% | +1,148.3% |
| All | +1,438.7% | +175.4% | +1,263.4% | +1,148.3% |
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 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