+1,288.1%
KDP vs CAPR
-99.6%
+1,387.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | +4.5% | +29.7% | -25.2% | +4.4% |
| 30D | +18.5% | +11.0% | +7.5% | +18.4% |
| 3M | +20.8% | +118.8% | -98.0% | +20.2% |
| 6M | +29.4% | -73.9% | +103.3% | +29.7% |
| YTD | +35.9% | -70.2% | +106.1% | +36.1% |
| 1Y | +42.5% | +38.3% | +4.2% | +39.7% |
| 3Y | +29.4% | +199.7% | -170.3% | +25.2% |
| 5Y | +15.8% | +130.6% | -114.8% | +11.8% |
| 10Y | +236.5% | -68.5% | +305.0% | +217.5% |
| All | +1,288.1% | -99.6% | +1,387.8% | +1,198.5% |
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