+232.0%
KDP vs CF
+557.2%
-325.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +18.5% | +2.2% | +16.3% | +18.2% |
| 3M | +20.8% | +2.1% | +18.7% | +20.4% |
| 6M | +29.4% | -6.5% | +35.9% | +29.7% |
| YTD | +35.9% | +55.6% | -19.7% | +28.9% |
| 1Y | +42.5% | +42.3% | +0.2% | +36.3% |
| 3Y | +29.4% | +55.7% | -26.4% | +21.3% |
| 5Y | +15.8% | +122.4% | -106.6% | +1.0% |
| All | +232.0% | +557.2% | -325.2% | +179.2% |
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