+175.8%
KDP vs CAG
-36.5%
+212.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +2.1% | -5.3% | +7.3% | +3.4% |
| 30D | +8.5% | +1.0% | +7.5% | +8.2% |
| 3M | +6.6% | +17.4% | -10.8% | +2.5% |
| 6M | +17.1% | -16.8% | +33.9% | +21.8% |
| YTD | +19.0% | -6.8% | +25.8% | +20.6% |
| 1Y | +21.8% | -15.4% | +37.2% | +26.0% |
| 3Y | +6.4% | -37.1% | +43.5% | +16.6% |
| 5Y | +5.1% | -41.3% | +46.4% | +16.8% |
| 10Y | +175.8% | -35.5% | +211.3% | +200.1% |
| All | +175.8% | -36.5% | +212.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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