+477.0%
CIEN vs KDP
+6.0%
+471.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -15.2% | +1.3% | -16.5% | -15.3% |
| 30D | -21.5% | +6.0% | -27.5% | -22.1% |
| 3M | -40.1% | +9.2% | -49.3% | -41.1% |
| 6M | -6.6% | +14.7% | -21.3% | -9.0% |
| YTD | +37.3% | +19.2% | +18.1% | +32.5% |
| 1Y | +174.5% | +15.2% | +159.4% | +166.1% |
| 3Y | +562.3% | +6.0% | +556.3% | +539.9% |
| All | +477.0% | +6.0% | +471.0% | +467.9% |
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 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