+304.6%
CIEN vs KDP
+14.9%
+289.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | -24.1% | +2.2% | -26.3% | -24.1% |
| 30D | -45.5% | +19.9% | -65.4% | -46.3% |
| 3M | -39.7% | +21.5% | -61.2% | -40.8% |
| 6M | -57.8% | +30.1% | -87.9% | -59.3% |
| YTD | +4.1% | +34.9% | -30.9% | -0.4% |
| 1Y | +20.8% | +43.4% | -22.6% | +14.1% |
| 3Y | +463.1% | +29.1% | +434.1% | +419.6% |
| All | +304.6% | +14.9% | +289.6% | +306.1% |
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 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