+43.5%
KDP vs CB
+34.9%
+8.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.1% |
| 7D | +5.3% | +5.3% | +0.1% | +3.5% |
| 30D | +19.1% | +13.2% | +5.9% | +14.4% |
| 3M | +19.2% | +7.8% | +11.4% | +16.1% |
| 6M | +29.3% | +15.8% | +13.5% | +23.5% |
| YTD | +35.5% | +21.0% | +14.6% | +29.1% |
| 1Y | +43.5% | +32.2% | +11.3% | +34.5% |
| All | +43.5% | +34.9% | +8.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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