+463.1%
CIEN vs KDP
+28.7%
+434.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.3% |
| 7D | -24.1% | +2.2% | -26.3% | -23.5% |
| 30D | -45.5% | +19.9% | -65.4% | -43.8% |
| 3M | -39.7% | +21.5% | -61.2% | -37.9% |
| 6M | -57.8% | +30.1% | -87.9% | -56.5% |
| YTD | +4.1% | +34.9% | -30.9% | +7.6% |
| 1Y | +20.8% | +43.4% | -22.6% | +25.2% |
| 3Y | +463.1% | +29.1% | +434.1% | +460.1% |
| All | +463.1% | +28.7% | +434.5% | +460.1% |
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