+17.0%
KDP vs CB
+101.1%
-84.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +19.9% | +9.1% | +10.9% | +16.7% |
| 3M | +21.5% | +3.4% | +18.1% | +20.2% |
| 6M | +30.1% | +14.1% | +16.0% | +24.5% |
| YTD | +34.9% | +18.0% | +16.9% | +27.5% |
| 1Y | +43.4% | +30.1% | +13.3% | +31.2% |
| 3Y | +29.1% | +71.8% | -42.7% | +6.3% |
| All | +17.0% | +101.1% | -84.2% | -11.0% |
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