+1,785.2%
CMG vs KDP
+1,112.7%
+672.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -6.5% | -1.6% | -4.9% | -6.0% |
| 30D | +12.1% | +9.5% | +2.6% | +8.8% |
| 3M | +20.6% | +2.6% | +18.0% | +19.4% |
| 6M | +2.1% | +15.6% | -13.5% | -3.0% |
| YTD | -2.6% | +17.3% | -20.0% | -8.2% |
| 1Y | -8.7% | +20.1% | -28.8% | -15.0% |
| 3Y | -7.4% | +4.9% | -12.3% | -11.0% |
| 5Y | -5.7% | +5.0% | -10.7% | -10.1% |
| 10Y | +322.3% | +179.8% | +142.6% | +181.7% |
| All | +1,785.2% | +1,112.7% | +672.5% | +569.0% |
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