+45.9%
KDP vs CG
-18.0%
+63.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.7% | +0.3% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +16.3% | +10.1% | +6.2% | +15.5% |
| 3M | +24.0% | -10.8% | +34.8% | +24.0% |
| 6M | +30.0% | -15.2% | +45.2% | +30.5% |
| YTD | +36.1% | -26.9% | +63.0% | +33.9% |
| All | +45.9% | -18.0% | +63.9% | +41.3% |
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