+239.3%
KDP vs CCI
+51.6%
+187.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +16.3% | +10.3% | +6.0% | +13.4% |
| 3M | +24.0% | +17.9% | +6.1% | +18.6% |
| 6M | +30.0% | -0.5% | +30.4% | +29.2% |
| YTD | +36.1% | +2.7% | +33.4% | +33.7% |
| 1Y | +46.8% | +3.1% | +43.7% | +44.0% |
| 3Y | +30.5% | +8.0% | +22.5% | +25.2% |
| 5Y | +17.9% | -37.8% | +55.7% | +28.5% |
| 10Y | +239.3% | +56.5% | +182.7% | +192.5% |
| All | +239.3% | +51.6% | +187.6% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling