+3.0%
KDP vs CAKE
+152.3%
-149.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.7% |
| 7D | -4.3% | -5.6% | +1.3% | -3.8% |
| 30D | +7.8% | -10.5% | +18.3% | +8.9% |
| 3M | -0.1% | +43.6% | -43.7% | -3.7% |
| 6M | +14.0% | +63.0% | -49.1% | +8.4% |
| YTD | +15.1% | +102.9% | -87.8% | +7.0% |
| 1Y | +18.5% | +75.6% | -57.1% | +11.6% |
| 3Y | +2.9% | +257.7% | -254.8% | -10.1% |
| 5Y | +3.0% | +156.0% | -153.0% | -10.6% |
| All | +3.0% | +152.3% | -149.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling