+43.5%
KDP vs CCI
+7.6%
+35.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.5% | -0.6% | +4.5% |
| 7D | +5.3% | +5.0% | +0.3% | +4.2% |
| 30D | +19.1% | +36.4% | -17.3% | +10.9% |
| 3M | +19.2% | +20.4% | -1.3% | +14.4% |
| 6M | +29.3% | +4.9% | +24.4% | +27.1% |
| YTD | +35.5% | +7.8% | +27.8% | +31.3% |
| 1Y | +43.5% | +7.3% | +36.2% | +39.1% |
| All | +43.5% | +7.6% | +35.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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