+370.1%
KDP vs CFG
+351.2%
+18.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +4.5% | -2.2% | +6.7% | +4.8% |
| 30D | +18.5% | +0.4% | +18.1% | +18.5% |
| 3M | +20.8% | -12.6% | +33.4% | +23.0% |
| 6M | +29.4% | +0.6% | +28.8% | +29.1% |
| YTD | +35.9% | +12.4% | +23.5% | +33.2% |
| 1Y | +42.5% | +27.7% | +14.8% | +37.1% |
| 3Y | +29.4% | +172.4% | -143.0% | +9.4% |
| 5Y | +15.8% | +64.0% | -48.2% | +4.2% |
| 10Y | +236.5% | +252.8% | -16.4% | +152.0% |
| All | +370.1% | +351.2% | +18.9% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling