+321.2%
CMG vs KDP
+173.3%
+147.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -3.8% | -4.3% | +0.5% | -2.5% |
| 30D | +12.9% | +7.8% | +5.1% | +10.3% |
| 3M | +18.8% | -0.1% | +18.8% | +18.6% |
| 6M | +4.1% | +14.0% | -9.9% | -0.2% |
| YTD | -2.4% | +15.1% | -17.4% | -7.0% |
| 1Y | -6.7% | +18.5% | -25.2% | -12.3% |
| 3Y | -7.1% | +2.9% | -10.0% | -9.9% |
| 5Y | -5.0% | +3.0% | -7.9% | -8.4% |
| All | +321.2% | +173.3% | +147.9% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling