+239.3%
KDP vs CAPR
-64.9%
+304.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | +0.8% |
| 7D | +0.3% | +36.0% | -35.7% | +0.2% |
| 30D | +16.3% | +25.8% | -9.5% | +16.2% |
| 3M | +24.0% | +140.8% | -116.8% | +23.5% |
| 6M | +30.0% | -67.6% | +97.6% | +30.1% |
| YTD | +36.1% | -65.9% | +102.0% | +36.1% |
| 1Y | +46.8% | +66.1% | -19.3% | +44.7% |
| 3Y | +30.5% | +256.9% | -226.4% | +27.5% |
| 5Y | +17.9% | +172.1% | -154.2% | +15.0% |
| 10Y | +239.3% | -64.7% | +304.0% | +222.2% |
| All | +239.3% | -64.9% | +304.2% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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