+35.2%
KDP vs CAI
+51.4%
-16.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.8% |
| 7D | +4.0% | -26.3% | +30.2% | +3.2% |
| 30D | +16.8% | -17.5% | +34.3% | +16.1% |
| 3M | +32.0% | +5.8% | +26.2% | +32.4% |
| 6M | +35.2% | +53.6% | -18.5% | +38.3% |
| All | +35.2% | +51.4% | -16.2% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling