+35.9%
KDP vs CI
+13.7%
+22.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.1% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | +8.5% | +4.9% | +3.6% | +8.1% |
| 3M | +20.7% | +7.4% | +13.3% | +20.0% |
| 6M | +23.2% | +0.4% | +22.8% | +22.8% |
| YTD | +30.5% | +9.5% | +21.0% | +30.8% |
| 1Y | +35.9% | +12.0% | +23.9% | +36.2% |
| All | +35.9% | +13.7% | +22.2% | +36.2% |
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