+266.4%
KDP vs CB
+248.4%
+18.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +4.0% | -1.0% | +5.0% | +4.3% |
| 30D | +16.8% | +7.3% | +9.5% | +14.5% |
| 3M | +32.0% | +7.0% | +25.0% | +29.6% |
| 6M | +35.2% | +16.3% | +18.8% | +29.3% |
| YTD | +40.9% | +19.7% | +21.2% | +33.6% |
| 1Y | +47.7% | +27.8% | +19.9% | +37.4% |
| 3Y | +34.8% | +72.0% | -37.2% | +14.6% |
| 5Y | +22.6% | +104.9% | -82.2% | -1.5% |
| 10Y | +266.4% | +246.7% | +19.7% | +153.6% |
| All | +266.4% | +248.4% | +18.0% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling