+29.1%
KDP vs CCJ
+69.7%
-40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -0.5% |
| 7D | +2.2% | -7.3% | +9.5% | +1.9% |
| 30D | +19.9% | -20.0% | +39.9% | +18.9% |
| 3M | +21.5% | -23.8% | +45.3% | +20.2% |
| 6M | +30.1% | -42.4% | +72.5% | +27.5% |
| YTD | +34.9% | -22.1% | +57.0% | +33.9% |
| 1Y | +43.4% | -20.8% | +64.2% | +42.5% |
| 3Y | +29.1% | +75.7% | -46.7% | +29.5% |
| All | +29.1% | +69.7% | -40.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling