+43.4%
KDP vs CART
+60.1%
-16.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.2% | +3.0% | -0.8% | +2.2% |
| 30D | +19.9% | +28.6% | -8.6% | +20.1% |
| 3M | +21.5% | +29.1% | -7.6% | +21.9% |
| 6M | +30.1% | +44.7% | -14.6% | +31.1% |
| YTD | +34.9% | +29.2% | +5.7% | +35.1% |
| 1Y | +43.4% | +66.2% | -22.8% | +45.0% |
| All | +43.4% | +60.1% | -16.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling