+169.5%
KDP vs CAKE
+155.4%
+14.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -3.7% | -4.5% | +0.9% | -3.2% |
| 30D | +6.2% | -12.4% | +18.6% | +7.6% |
| 3M | +1.2% | +37.3% | -36.1% | -2.2% |
| 6M | +15.3% | +70.7% | -55.4% | +8.8% |
| YTD | +14.8% | +106.0% | -91.2% | +6.1% |
| 1Y | +17.6% | +79.7% | -62.0% | +10.1% |
| 3Y | +2.1% | +267.8% | -265.6% | -12.2% |
| 5Y | +2.7% | +159.9% | -157.2% | -10.2% |
| All | +169.5% | +155.4% | +14.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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