+1,278.3%
KDP vs CCI
+273.9%
+1,004.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +19.9% | +28.4% | -8.4% | +11.1% |
| 3M | +21.5% | +20.0% | +1.5% | +14.7% |
| 6M | +30.1% | +0.8% | +29.3% | +28.6% |
| YTD | +34.9% | +3.6% | +31.3% | +31.7% |
| 1Y | +43.4% | +6.1% | +37.3% | +38.9% |
| 3Y | +29.1% | +7.2% | +21.9% | +23.0% |
| 5Y | +15.0% | -37.0% | +52.0% | +25.8% |
| 10Y | +234.1% | +54.2% | +179.9% | +168.6% |
| All | +1,278.3% | +273.9% | +1,004.5% | +676.1% |
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 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