+22.6%
KDP vs CAPR
+219.7%
-197.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.5% | -24.7% | +1.7% |
| 7D | +4.0% | +25.8% | -21.8% | +3.9% |
| 30D | +16.8% | +50.2% | -33.4% | +16.7% |
| 3M | +32.0% | +185.5% | -153.5% | +31.6% |
| 6M | +35.2% | -64.8% | +100.0% | +35.3% |
| YTD | +40.9% | -61.1% | +102.0% | +40.9% |
| 1Y | +47.7% | +81.0% | -33.3% | +45.4% |
| 3Y | +34.8% | +300.7% | -265.9% | +30.2% |
| 5Y | +22.6% | +223.3% | -200.7% | +17.7% |
| All | +22.6% | +219.7% | -197.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling