+47.7%
KDP vs CI
+18.5%
+29.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.8% |
| 7D | +4.0% | -1.3% | +5.3% | +4.1% |
| 30D | +16.8% | +6.4% | +10.4% | +16.0% |
| 3M | +32.0% | +10.7% | +21.4% | +30.8% |
| 6M | +35.2% | +5.5% | +29.7% | +34.2% |
| YTD | +40.9% | +11.4% | +29.5% | +40.8% |
| 1Y | +47.7% | +15.0% | +32.6% | +47.6% |
| All | +47.7% | +18.5% | +29.2% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling