+1,117.5%
KDP vs CB
+706.8%
+410.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +6.0% | -3.1% | +9.1% | +7.0% |
| 3M | +9.2% | +9.0% | +0.2% | +6.2% |
| 6M | +14.7% | +2.9% | +11.8% | +13.4% |
| YTD | +19.2% | +10.1% | +9.1% | +15.3% |
| 1Y | +15.2% | +22.8% | -7.6% | +7.4% |
| 3Y | +6.0% | +73.8% | -67.8% | -12.1% |
| 5Y | +5.4% | +99.2% | -93.7% | -16.9% |
| 10Y | +171.9% | +218.2% | -46.3% | +76.5% |
| All | +1,117.5% | +706.8% | +410.7% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling