-5.0%
CMG vs KDP
+6.5%
-11.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | +2.1% | -3.5% | -1.9% |
| 30D | +12.7% | +8.5% | +4.3% | +10.9% |
| 3M | +26.3% | +6.6% | +19.7% | +24.7% |
| 6M | +4.5% | +17.1% | -12.6% | +1.7% |
| YTD | -0.1% | +19.0% | -19.2% | -3.4% |
| 1Y | -6.8% | +21.8% | -28.6% | -10.6% |
| 3Y | -5.0% | +6.4% | -11.4% | -7.7% |
| All | -5.0% | +6.5% | -11.5% | -7.7% |
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