+621.4%
KDP vs CG
+351.2%
+270.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | +1.3% | -4.3% | +5.6% | +2.0% |
| 30D | +6.0% | -5.1% | +11.1% | +6.8% |
| 3M | +9.2% | +8.7% | +0.5% | +7.5% |
| 6M | +14.7% | -9.2% | +23.9% | +15.9% |
| YTD | +19.2% | -18.9% | +38.1% | +22.1% |
| 1Y | +15.2% | -25.6% | +40.8% | +19.4% |
| 3Y | +6.0% | +57.3% | -51.3% | -6.5% |
| 5Y | +5.4% | +10.2% | -4.7% | -3.3% |
| 10Y | +171.9% | +364.2% | -192.3% | +92.3% |
| All | +621.4% | +351.2% | +270.3% | +400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling