+35.9%
KDP vs CF
+53.7%
-17.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.3% |
| 7D | -4.0% | +5.4% | -9.3% | -3.8% |
| 30D | +8.5% | +6.5% | +1.9% | +8.8% |
| 3M | +20.7% | +4.6% | +16.1% | +21.2% |
| 6M | +23.2% | -3.3% | +26.5% | +23.2% |
| YTD | +30.5% | +63.9% | -33.4% | +25.6% |
| 1Y | +35.9% | +50.4% | -14.6% | +33.5% |
| All | +35.9% | +53.7% | -17.8% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling