+1.8%
KDP vs CGNX
-25.4%
+27.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.4% |
| 7D | -3.7% | +3.2% | -6.8% | -3.8% |
| 30D | +6.2% | +6.0% | +0.2% | +5.9% |
| 3M | +1.2% | +3.5% | -2.3% | +0.9% |
| 6M | +15.3% | +26.3% | -10.9% | +13.7% |
| YTD | +14.8% | +79.2% | -64.4% | +10.8% |
| 1Y | +17.6% | +43.8% | -26.2% | +14.6% |
| 3Y | +2.1% | +52.0% | -49.8% | -2.1% |
| All | +1.8% | -25.4% | +27.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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