+1.4%
CRM vs KDP
+18.4%
-17.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.9% |
| 7D | -4.4% | -3.7% | -0.8% | -4.4% |
| 30D | +28.1% | +6.2% | +21.9% | +28.1% |
| 3M | +48.8% | +1.2% | +47.6% | +48.8% |
| 6M | +28.3% | +15.3% | +12.9% | +32.6% |
| YTD | -6.0% | +14.8% | -20.8% | -2.8% |
| 1Y | +1.4% | +17.6% | -16.2% | +3.6% |
| All | +1.4% | +18.4% | -17.0% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling