+45.9%
KDP vs CB
+28.5%
+17.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | +16.3% | +6.5% | +9.8% | +14.0% |
| 3M | +24.0% | +4.1% | +19.9% | +22.2% |
| 6M | +30.0% | +14.4% | +15.6% | +24.7% |
| YTD | +36.1% | +17.5% | +18.6% | +30.6% |
| All | +45.9% | +28.5% | +17.4% | +35.8% |
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