+35.9%
KDP vs CB
+28.2%
+7.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +8.5% | +7.4% | +1.1% | +5.9% |
| 3M | +20.7% | +8.6% | +12.1% | +17.4% |
| 6M | +23.2% | +16.1% | +7.0% | +17.6% |
| YTD | +30.5% | +20.2% | +10.3% | +24.5% |
| 1Y | +35.9% | +27.2% | +8.7% | +29.8% |
| All | +35.9% | +28.2% | +7.6% | +29.8% |
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