+63.9%
CSCO vs KDP
+15.4%
+48.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.4% |
| 7D | -0.7% | +1.3% | -1.9% | -0.5% |
| 30D | -10.1% | +6.0% | -16.1% | -9.3% |
| 3M | -15.7% | +9.2% | -24.9% | -15.0% |
| 6M | +36.3% | +14.7% | +21.6% | +37.5% |
| YTD | +43.8% | +19.2% | +24.6% | +44.5% |
| 1Y | +63.9% | +15.2% | +48.8% | +66.2% |
| All | +63.9% | +15.4% | +48.6% | +66.2% |
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 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