+30.0%
KDP vs CF
+56.6%
-26.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +18.5% | +2.2% | +16.3% | +18.5% |
| 3M | +20.8% | +2.1% | +18.7% | +21.0% |
| 6M | +29.4% | -6.5% | +35.9% | +29.5% |
| YTD | +35.9% | +55.6% | -19.7% | +33.8% |
| 1Y | +42.5% | +42.3% | +0.2% | +40.6% |
| All | +30.0% | +56.6% | -26.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling