+15.8%
KDP vs CF
+125.5%
-109.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.2% |
| 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% | +20.8% |
| 6M | +29.4% | -6.5% | +35.9% | +29.5% |
| YTD | +35.9% | +55.6% | -19.7% | +33.3% |
| 1Y | +42.5% | +42.3% | +0.2% | +40.1% |
| 3Y | +29.4% | +55.7% | -26.4% | +25.9% |
| 5Y | +15.8% | +122.4% | -106.6% | +7.2% |
| All | +15.8% | +125.5% | -109.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling