+21.3%
KDP vs CART
+37.6%
-16.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | +18.5% | +27.1% | -8.6% | +17.3% |
| 3M | +20.8% | +27.4% | -6.6% | +19.6% |
| 6M | +29.4% | +32.1% | -2.7% | +27.8% |
| YTD | +35.9% | +28.5% | +7.4% | +34.4% |
| 1Y | +42.5% | +58.8% | -16.3% | +39.1% |
| 3Y | +29.4% | +114.8% | -85.4% | +21.0% |
| All | +21.3% | +37.6% | -16.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling