+32.5%
KDP vs CFG
+187.2%
-154.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +8.2% | +0.7% | +7.5% | +8.1% |
| 30D | +18.4% | +2.8% | +15.6% | +18.1% |
| 3M | +29.2% | -10.1% | +39.3% | +30.0% |
| 6M | +32.3% | +3.2% | +29.1% | +32.1% |
| YTD | +38.5% | +14.2% | +24.3% | +37.4% |
| 1Y | +48.5% | +27.4% | +21.1% | +46.2% |
| 3Y | +32.5% | +187.6% | -155.1% | +22.9% |
| All | +32.5% | +187.2% | -154.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling