+1,075.3%
KDP vs CGNX
+1,092.4%
-17.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -4.3% | +1.5% | -5.8% | -4.5% |
| 30D | +7.8% | -1.8% | +9.6% | +7.9% |
| 3M | -0.1% | +5.3% | -5.3% | -1.3% |
| 6M | +14.0% | +22.3% | -8.3% | +9.8% |
| YTD | +15.1% | +72.2% | -57.1% | +4.4% |
| 1Y | +18.5% | +39.8% | -21.3% | +10.3% |
| 3Y | +2.9% | +44.8% | -41.9% | -7.4% |
| 5Y | +3.0% | -27.0% | +30.0% | +1.4% |
| 10Y | +174.4% | +177.7% | -3.3% | +96.8% |
| All | +1,075.3% | +1,092.4% | -17.1% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling