+239.3%
KDP vs CI
+158.0%
+81.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +16.3% | +4.7% | +11.6% | +15.3% |
| 3M | +24.0% | +5.2% | +18.8% | +22.8% |
| 6M | +30.0% | +3.8% | +26.2% | +28.7% |
| YTD | +36.1% | +9.2% | +26.9% | +33.1% |
| 1Y | +46.8% | +14.3% | +32.6% | +42.2% |
| 3Y | +30.5% | +8.4% | +22.0% | +25.2% |
| 5Y | +17.9% | +50.0% | -32.1% | +4.4% |
| 10Y | +239.3% | +142.2% | +97.1% | +165.7% |
| All | +239.3% | +158.0% | +81.2% | +165.7% |
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