+2.0%
KDP vs CAI
-8.1%
+10.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +8.5% | +9.1% | -0.7% | +8.4% |
| 3M | +6.6% | +53.8% | -47.2% | +6.6% |
| 6M | +17.1% | +33.5% | -16.4% | +16.9% |
| YTD | +19.0% | -8.0% | +27.1% | +20.9% |
| 1Y | +21.8% | -28.7% | +50.5% | +26.6% |
| All | +2.0% | -8.1% | +10.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling