+6.8%
KDP vs CFG
+101.4%
-94.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +1.5% | -0.3% | +1.1% |
| 30D | +6.0% | -3.8% | +9.8% | +6.5% |
| 3M | +9.2% | +11.5% | -2.3% | +7.8% |
| 6M | +14.7% | +19.2% | -4.5% | +12.2% |
| YTD | +19.2% | +23.7% | -4.5% | +15.9% |
| 1Y | +15.2% | +38.8% | -23.7% | +10.2% |
| 3Y | +6.0% | +178.9% | -172.9% | -10.0% |
| All | +6.8% | +101.4% | -94.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling