+1,117.5%
KDP vs CCI
+215.4%
+902.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +6.0% | +2.7% | +3.3% | +5.2% |
| 3M | +9.2% | -18.2% | +27.4% | +15.4% |
| 6M | +14.7% | -14.8% | +29.5% | +19.5% |
| YTD | +19.2% | -12.6% | +31.8% | +22.8% |
| 1Y | +15.2% | -16.7% | +31.9% | +20.2% |
| 3Y | +6.0% | -10.5% | +16.5% | +6.7% |
| 5Y | +5.4% | -51.4% | +56.8% | +25.0% |
| 10Y | +171.9% | +20.0% | +151.8% | +136.4% |
| All | +1,117.5% | +215.4% | +902.1% | +623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling