+1,290.0%
KDP vs CAG
+64.3%
+1,225.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.3% | +4.6% | -4.3% | -1.1% |
| 30D | +16.3% | +14.7% | +1.7% | +11.1% |
| 3M | +24.0% | +2.4% | +21.6% | +22.8% |
| 6M | +30.0% | +10.7% | +19.3% | +25.1% |
| YTD | +36.1% | -5.5% | +41.6% | +37.5% |
| 1Y | +46.8% | -4.6% | +51.4% | +47.8% |
| 3Y | +30.5% | -34.4% | +64.9% | +46.5% |
| 5Y | +17.9% | -39.2% | +57.1% | +34.9% |
| 10Y | +239.3% | -39.0% | +278.2% | +268.2% |
| All | +1,290.0% | +64.3% | +1,225.7% | +601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling