+173.3%
KDP vs CF
+569.3%
-396.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.6% |
| 7D | +1.3% | +6.0% | -4.7% | +0.8% |
| 30D | +6.0% | +14.8% | -8.9% | +4.7% |
| 3M | +9.2% | +14.1% | -4.9% | +7.8% |
| 6M | +14.7% | +28.5% | -13.8% | +11.3% |
| YTD | +19.2% | +74.9% | -55.8% | +12.1% |
| 1Y | +15.2% | +61.7% | -46.5% | +9.0% |
| 3Y | +6.0% | +80.3% | -74.4% | -2.0% |
| 5Y | +5.4% | +226.0% | -220.5% | -12.4% |
| All | +173.3% | +569.3% | -396.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling