+1,417.3%
CRM vs KDP
+1,130.5%
+286.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -3.5% | +2.1% | -5.6% | -4.2% |
| 30D | +29.3% | +8.5% | +20.8% | +25.2% |
| 3M | +36.8% | +6.6% | +30.2% | +33.2% |
| 6M | +23.9% | +17.1% | +6.8% | +15.6% |
| YTD | -5.5% | +19.0% | -24.5% | -12.8% |
| 1Y | -0.4% | +21.8% | -22.2% | -9.4% |
| 3Y | +12.8% | +6.4% | +6.3% | +5.5% |
| 5Y | -3.5% | +5.1% | -8.6% | -9.6% |
| 10Y | +238.4% | +175.8% | +62.6% | +102.7% |
| All | +1,417.3% | +1,130.5% | +286.8% | +361.2% |
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