+11.7%
CRCL vs KDP
+2.0%
+9.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.4% |
| 7D | +4.9% | -1.6% | +6.5% | +4.8% |
| 30D | +38.7% | +9.5% | +29.2% | +39.4% |
| 3M | +14.7% | +2.6% | +12.0% | +15.2% |
| 6M | -16.9% | +15.6% | -32.5% | -15.9% |
| YTD | +17.3% | +17.3% | -0.1% | +15.0% |
| 1Y | -21.2% | +20.1% | -41.3% | -23.5% |
| All | +11.7% | +2.0% | +9.7% | +11.8% |
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