+247.9%
KDP vs CB
+250.2%
-2.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | +9.7% | +7.3% | +2.4% | +7.6% |
| 3M | +17.6% | +9.4% | +8.2% | +14.7% |
| 6M | +25.8% | +19.6% | +6.1% | +19.4% |
| YTD | +33.9% | +21.5% | +12.4% | +26.4% |
| 1Y | +38.9% | +28.0% | +10.9% | +29.2% |
| 3Y | +26.8% | +74.9% | -48.1% | +7.3% |
| 5Y | +16.3% | +108.1% | -91.8% | -6.9% |
| All | +247.9% | +250.2% | -2.3% | +139.9% |
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