+110.7%
CSCO vs KDP
+24.9%
+85.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.1% |
| 7D | +6.6% | -4.0% | +10.6% | +6.5% |
| 30D | -11.3% | +8.5% | -19.8% | -11.4% |
| 3M | -17.3% | +20.7% | -38.0% | -17.6% |
| 6M | +3.5% | +23.2% | -19.7% | +2.6% |
| YTD | +34.9% | +30.5% | +4.4% | +32.5% |
| 1Y | +40.5% | +35.9% | +4.6% | +37.1% |
| All | +110.7% | +24.9% | +85.8% | +100.3% |
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