+306.4%
CSCO vs KDP
+231.8%
+74.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -10.2% | +2.2% | -12.4% | -10.8% |
| 30D | -20.1% | +19.9% | -40.0% | -23.6% |
| 3M | -22.1% | +21.5% | -43.5% | -26.1% |
| 6M | +3.2% | +30.1% | -26.9% | -4.4% |
| YTD | +24.1% | +34.9% | -10.8% | +13.2% |
| 1Y | +34.6% | +43.4% | -8.8% | +20.5% |
| 3Y | +90.0% | +29.1% | +60.9% | +72.4% |
| 5Y | +88.6% | +15.0% | +73.6% | +77.4% |
| All | +306.4% | +231.8% | +74.6% | +218.6% |
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 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