+43.5%
KDP vs CG
-14.1%
+57.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +5.5% |
| 7D | +5.3% | +9.4% | -4.1% | +4.7% |
| 30D | +19.1% | +8.7% | +10.4% | +18.3% |
| 3M | +19.2% | -15.0% | +34.1% | +19.1% |
| 6M | +29.3% | -13.2% | +42.5% | +29.8% |
| YTD | +35.5% | -26.2% | +61.7% | +33.3% |
| 1Y | +43.5% | -14.1% | +57.6% | +37.1% |
| All | +43.5% | -14.1% | +57.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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