+17.0%
KDP vs CG
-22.2%
+39.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +19.9% | +5.0% | +14.9% | +19.3% |
| 3M | +21.5% | -18.2% | +39.7% | +23.8% |
| 6M | +30.1% | -20.7% | +50.8% | +32.9% |
| YTD | +34.9% | -31.4% | +66.4% | +39.3% |
| 1Y | +43.4% | -22.3% | +65.6% | +45.9% |
| 3Y | +29.1% | +50.2% | -21.1% | +16.9% |
| All | +17.0% | -22.2% | +39.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling