+1,325.8%
CRWD vs KDP
+32.3%
+1,293.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -3.7% | +0.7% | -2.1% |
| 30D | -6.8% | +6.2% | -13.0% | -8.3% |
| 3M | +19.6% | +1.2% | +18.4% | +18.5% |
| 6M | +87.1% | +15.3% | +71.7% | +77.8% |
| YTD | +76.4% | +14.8% | +61.6% | +67.1% |
| 1Y | +90.8% | +17.6% | +73.2% | +78.3% |
| 3Y | +380.0% | +2.1% | +377.9% | +357.3% |
| 5Y | +215.6% | +2.7% | +212.9% | +195.4% |
| All | +1,325.8% | +32.3% | +1,293.5% | +1,063.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling