+724.6%
CIEN vs KDP
+1,306.6%
-581.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.8% | +10.3% |
| 7D | -5.3% | +0.3% | -5.6% | -5.9% |
| 30D | -40.1% | +16.3% | -56.4% | -44.2% |
| 3M | -34.7% | +24.0% | -58.7% | -41.0% |
| 6M | -50.9% | +30.0% | -80.8% | -56.9% |
| YTD | +15.2% | +36.1% | -20.9% | -1.6% |
| 1Y | +35.2% | +46.8% | -11.7% | +11.7% |
| 3Y | +522.6% | +30.5% | +492.1% | +420.9% |
| 5Y | +344.2% | +17.9% | +326.3% | +287.0% |
| 10Y | +1,188.7% | +239.3% | +949.4% | +522.0% |
| All | +724.6% | +1,306.6% | -581.9% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling