+256.4%
KDP vs CI
+147.8%
+108.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +1.3% |
| 7D | +8.2% | +2.6% | +5.6% | +7.7% |
| 30D | +18.4% | +7.3% | +11.0% | +16.8% |
| 3M | +29.2% | +9.5% | +19.7% | +27.0% |
| 6M | +32.3% | +6.4% | +25.8% | +30.4% |
| YTD | +38.5% | +12.0% | +26.5% | +34.8% |
| 1Y | +48.5% | +20.1% | +28.4% | +42.5% |
| 3Y | +32.5% | +9.6% | +22.9% | +26.9% |
| 5Y | +19.7% | +52.7% | -33.0% | +5.6% |
| 10Y | +256.4% | +150.3% | +106.1% | +180.4% |
| All | +256.4% | +147.8% | +108.6% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling