+15.8%
KDP vs CB
+107.2%
-91.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.5% | +2.6% | +1.9% | +3.7% |
| 30D | +18.5% | +11.2% | +7.3% | +14.5% |
| 3M | +20.8% | +5.7% | +15.1% | +18.6% |
| 6M | +29.4% | +15.9% | +13.5% | +23.1% |
| YTD | +35.9% | +20.2% | +15.7% | +27.6% |
| 1Y | +42.5% | +32.4% | +10.1% | +29.5% |
| 3Y | +29.4% | +75.5% | -46.1% | +5.7% |
| 5Y | +15.8% | +105.5% | -89.7% | -12.3% |
| All | +15.8% | +107.2% | -91.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling