+89.3%
CSCO vs KDP
+28.7%
+60.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.0% |
| 7D | -10.2% | +2.2% | -12.4% | -10.2% |
| 30D | -20.1% | +19.9% | -40.0% | -20.1% |
| 3M | -22.4% | +21.5% | -43.8% | -22.5% |
| 6M | +2.8% | +30.1% | -27.3% | +1.6% |
| YTD | +23.6% | +34.9% | -11.3% | +21.5% |
| 1Y | +34.0% | +43.4% | -9.4% | +30.5% |
| 3Y | +89.3% | +29.1% | +60.2% | +78.9% |
| All | +89.3% | +28.7% | +60.6% | +78.9% |
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