+175.8%
KDP vs CG
+345.5%
-169.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.3% |
| 7D | +2.1% | -1.3% | +3.3% | +2.3% |
| 30D | +8.5% | -3.2% | +11.6% | +9.0% |
| 3M | +6.6% | +6.2% | +0.4% | +5.2% |
| 6M | +17.1% | -4.7% | +21.7% | +17.4% |
| YTD | +19.0% | -20.6% | +39.7% | +22.8% |
| 1Y | +21.8% | -26.4% | +48.1% | +27.0% |
| 3Y | +6.4% | +55.4% | -48.9% | -8.3% |
| 5Y | +5.1% | +9.8% | -4.7% | -5.0% |
| 10Y | +175.8% | +341.4% | -165.5% | +78.9% |
| All | +175.8% | +345.5% | -169.7% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling