+0.5%
KDP vs CAI
-11.0%
+11.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.4% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | +9.5% | +2.7% | +6.8% | +9.4% |
| 3M | +2.6% | +41.7% | -39.1% | +2.6% |
| 6M | +15.6% | +26.5% | -10.9% | +15.5% |
| YTD | +17.3% | -10.9% | +28.3% | +19.1% |
| 1Y | +20.1% | -29.2% | +49.3% | +24.4% |
| All | +0.5% | -11.0% | +11.5% | +2.6% |
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