+16.2%
KDP vs CAKE
+173.4%
-157.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.3% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | +9.7% | -3.1% | +12.8% | +10.1% |
| 3M | +17.6% | -2.2% | +19.8% | +17.8% |
| 6M | +25.8% | +94.1% | -68.3% | +17.3% |
| YTD | +33.9% | +119.4% | -85.6% | +23.0% |
| 1Y | +38.9% | +141.4% | -102.5% | +26.3% |
| 3Y | +26.8% | +273.6% | -246.8% | +9.3% |
| All | +16.2% | +173.4% | -157.2% | +3.8% |
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