+16.2%
KDP vs CB
+107.6%
-91.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.8% |
| 30D | +9.7% | +7.3% | +2.4% | +7.2% |
| 3M | +17.6% | +9.4% | +8.2% | +14.2% |
| 6M | +25.8% | +19.6% | +6.1% | +18.4% |
| YTD | +33.9% | +21.5% | +12.4% | +25.3% |
| 1Y | +38.9% | +28.0% | +10.9% | +27.7% |
| 3Y | +26.8% | +74.9% | -48.1% | +3.8% |
| All | +16.2% | +107.6% | -91.4% | -12.2% |
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