+14.7%
KDP vs CAI
-14.7%
+29.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.6% |
| 7D | -0.8% | -8.7% | +7.9% | -0.8% |
| 30D | +9.7% | -23.8% | +33.6% | +9.5% |
| 3M | +17.6% | +3.9% | +13.7% | +17.4% |
| 6M | +25.8% | +56.8% | -31.1% | +25.3% |
| YTD | +33.9% | -14.6% | +48.5% | +35.7% |
| 1Y | +38.9% | -5.2% | +44.1% | +39.4% |
| All | +14.7% | -14.7% | +29.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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