+16.6%
KDP vs CAI
-5.3%
+21.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | +0.3% | -20.3% | +20.7% | +0.3% |
| 30D | +16.3% | -13.9% | +30.2% | +16.2% |
| 3M | +24.0% | +12.4% | +11.5% | +23.8% |
| 6M | +30.0% | +58.3% | -28.3% | +29.7% |
| YTD | +36.1% | -5.2% | +41.3% | +38.0% |
| 1Y | +46.8% | -0.2% | +47.0% | +48.2% |
| All | +16.6% | -5.3% | +21.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling