+239.3%
KDP vs CB
+246.2%
-6.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | +16.3% | +6.5% | +9.8% | +14.3% |
| 3M | +24.0% | +4.1% | +19.9% | +22.6% |
| 6M | +30.0% | +14.4% | +15.6% | +25.0% |
| YTD | +36.1% | +17.5% | +18.6% | +29.7% |
| 1Y | +46.8% | +27.5% | +19.3% | +36.7% |
| 3Y | +30.5% | +71.6% | -41.1% | +11.0% |
| 5Y | +17.9% | +100.6% | -82.7% | -4.7% |
| 10Y | +239.3% | +243.0% | -3.7% | +137.7% |
| All | +239.3% | +246.2% | -6.9% | +137.7% |
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