+6.8%
KDP vs CF
+227.0%
-220.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | +1.3% | +6.0% | -4.7% | +1.2% |
| 30D | +6.0% | +14.8% | -8.9% | +5.8% |
| 3M | +9.2% | +14.1% | -4.9% | +9.0% |
| 6M | +14.7% | +28.5% | -13.8% | +13.8% |
| YTD | +19.2% | +74.9% | -55.8% | +17.0% |
| 1Y | +15.2% | +61.7% | -46.5% | +13.3% |
| 3Y | +6.0% | +80.3% | -74.4% | +3.2% |
| All | +6.8% | +227.0% | -220.1% | +7.4% |
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