+1,278.3%
KDP vs CAPR
-99.6%
+1,378.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.7% |
| 7D | +2.2% | +41.1% | -38.9% | +2.0% |
| 30D | +19.9% | +11.1% | +8.8% | +19.9% |
| 3M | +21.5% | +115.3% | -93.8% | +20.9% |
| 6M | +30.1% | -73.8% | +103.9% | +30.4% |
| YTD | +34.9% | -68.8% | +103.8% | +35.1% |
| 1Y | +43.4% | +43.3% | +0.1% | +40.6% |
| 3Y | +29.1% | +214.7% | -185.6% | +24.9% |
| 5Y | +15.0% | +141.3% | -126.3% | +11.0% |
| 10Y | +234.1% | -67.0% | +301.1% | +215.2% |
| All | +1,278.3% | -99.6% | +1,378.0% | +1,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling