+26.8%
KDP vs CCJ
+67.4%
-40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +9.7% | -13.2% | +22.9% | +9.1% |
| 3M | +17.6% | -27.6% | +45.3% | +16.1% |
| 6M | +25.8% | -38.7% | +64.5% | +23.5% |
| YTD | +33.9% | -22.7% | +56.6% | +32.8% |
| 1Y | +38.9% | -17.6% | +56.5% | +38.2% |
| 3Y | +26.8% | +62.7% | -35.9% | +27.4% |
| All | +26.8% | +67.4% | -40.6% | +27.4% |
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