+43.4%
KDP vs CI
+15.7%
+27.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +19.9% | +5.4% | +14.5% | +19.5% |
| 3M | +21.5% | +7.3% | +14.2% | +20.8% |
| 6M | +30.1% | +5.3% | +24.8% | +29.7% |
| YTD | +34.9% | +8.5% | +26.5% | +35.2% |
| 1Y | +43.4% | +17.1% | +26.3% | +43.2% |
| All | +43.4% | +15.7% | +27.7% | +43.2% |
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