+256.4%
KDP vs CAPR
-68.2%
+324.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.9% | +11.7% | +1.8% |
| 7D | +8.2% | +7.6% | +0.6% | +8.2% |
| 30D | +18.4% | +13.3% | +5.1% | +18.3% |
| 3M | +29.2% | +130.4% | -101.2% | +28.8% |
| 6M | +32.3% | -70.8% | +103.1% | +32.4% |
| YTD | +38.5% | -69.3% | +107.7% | +38.6% |
| 1Y | +48.5% | +59.5% | -11.0% | +46.3% |
| 3Y | +32.5% | +216.8% | -184.3% | +29.5% |
| 5Y | +19.7% | +152.7% | -133.0% | +16.8% |
| 10Y | +256.4% | -68.2% | +324.6% | +239.4% |
| All | +256.4% | -68.2% | +324.6% | +239.4% |
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