+16.2%
KDP vs CAPR
+172.3%
-156.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.9% | +9.5% | +2.6% |
| 7D | -0.8% | +5.9% | -6.7% | -0.8% |
| 30D | +9.7% | +44.6% | -34.9% | +9.6% |
| 3M | +17.6% | +126.4% | -108.7% | +17.3% |
| 6M | +25.8% | -68.6% | +94.4% | +25.9% |
| YTD | +33.9% | -67.0% | +100.9% | +33.9% |
| 1Y | +38.9% | +65.2% | -26.3% | +36.7% |
| 3Y | +26.8% | +235.6% | -208.8% | +22.5% |
| All | +16.2% | +172.3% | -156.1% | +11.8% |
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