+43.4%
KDP vs CFG
+27.1%
+16.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +19.9% | +1.1% | +18.9% | +19.9% |
| 3M | +21.5% | -12.0% | +33.5% | +22.3% |
| 6M | +30.1% | -2.2% | +32.3% | +31.4% |
| YTD | +34.9% | +11.4% | +23.5% | +36.3% |
| 1Y | +43.4% | +27.8% | +15.5% | +45.2% |
| All | +43.4% | +27.1% | +16.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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