+29.0%
CIEN vs KDP
+46.6%
-17.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.8% | +11.1% |
| 7D | -5.3% | +0.3% | -5.6% | -4.3% |
| 30D | -40.1% | +16.3% | -56.4% | -36.1% |
| 3M | -34.7% | +24.0% | -58.7% | -29.5% |
| 6M | -50.9% | +30.0% | -80.8% | -47.1% |
| YTD | +15.2% | +36.1% | -20.9% | +27.7% |
| All | +29.0% | +46.6% | -17.6% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling