+239.1%
KDP vs CF
+478.3%
-239.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.5% |
| 7D | -4.0% | +5.4% | -9.3% | -4.4% |
| 30D | +8.5% | +6.5% | +1.9% | +7.8% |
| 3M | +20.7% | +4.6% | +16.1% | +20.1% |
| 6M | +23.2% | -3.3% | +26.5% | +23.2% |
| YTD | +30.5% | +63.9% | -33.4% | +23.0% |
| 1Y | +35.9% | +50.4% | -14.6% | +29.2% |
| 3Y | +24.8% | +68.2% | -43.4% | +15.9% |
| 5Y | +13.4% | +113.8% | -100.4% | -0.8% |
| All | +239.1% | +478.3% | -239.2% | +159.5% |
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