+21.8%
KDP vs CCI
-14.4%
+36.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | +6.6% | -16.3% | +22.9% | +10.4% |
| 6M | +17.1% | -13.9% | +31.0% | +20.2% |
| YTD | +19.0% | -12.4% | +31.5% | +21.0% |
| 1Y | +21.8% | -15.2% | +37.0% | +23.2% |
| All | +21.8% | -14.4% | +36.2% | +23.2% |
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