+6.8%
KDP vs CI
+42.7%
-35.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +6.0% | +4.4% | +1.5% | +5.2% |
| 3M | +9.2% | +0.7% | +8.5% | +8.9% |
| 6M | +14.7% | +0.3% | +14.3% | +14.3% |
| YTD | +19.2% | +3.8% | +15.4% | +18.0% |
| 1Y | +15.2% | -5.5% | +20.7% | +15.5% |
| 3Y | +6.0% | +8.1% | -2.1% | +1.6% |
| All | +6.8% | +42.7% | -35.9% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling