+1,267.4%
KDP vs CAKE
+550.4%
+717.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | +9.7% | -3.1% | +12.8% | +10.2% |
| 3M | +17.6% | -2.2% | +19.8% | +17.8% |
| 6M | +25.8% | +94.1% | -68.3% | +13.0% |
| YTD | +33.9% | +119.4% | -85.6% | +17.4% |
| 1Y | +38.9% | +141.4% | -102.5% | +19.9% |
| 3Y | +26.8% | +273.6% | -246.8% | +0.2% |
| 5Y | +16.3% | +177.7% | -161.3% | -6.3% |
| 10Y | +248.1% | +131.9% | +116.3% | +161.2% |
| All | +1,267.4% | +550.4% | +717.0% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling