+17.9%
KDP vs CAG
-38.8%
+56.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.3% | +4.6% | -4.3% | -1.4% |
| 30D | +16.3% | +14.7% | +1.7% | +10.2% |
| 3M | +24.0% | +2.4% | +21.6% | +22.5% |
| 6M | +30.0% | +10.7% | +19.3% | +24.2% |
| YTD | +36.1% | -5.5% | +41.6% | +37.9% |
| 1Y | +46.8% | -4.6% | +51.4% | +48.1% |
| 3Y | +30.5% | -34.4% | +64.9% | +48.5% |
| 5Y | +17.9% | -39.2% | +57.1% | +37.3% |
| All | +17.9% | -38.8% | +56.7% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling