+9.7%
CRM vs KDP
+2.7%
+7.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.4% |
| 7D | -8.1% | -4.3% | -3.8% | -8.0% |
| 30D | +23.1% | +7.8% | +15.2% | +22.8% |
| 3M | +42.5% | -0.1% | +42.6% | +42.4% |
| 6M | +25.3% | +14.0% | +11.3% | +26.0% |
| YTD | -7.8% | +15.1% | -22.9% | -7.4% |
| 1Y | +1.0% | +18.5% | -17.5% | +1.2% |
| All | +9.7% | +2.7% | +7.1% | +9.6% |
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 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