+1,288.1%
KDP vs CI
+714.8%
+573.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | +18.5% | +9.9% | +8.6% | +16.1% |
| 3M | +20.8% | +12.1% | +8.8% | +17.8% |
| 6M | +29.4% | +10.6% | +18.8% | +26.2% |
| YTD | +35.9% | +11.4% | +24.5% | +31.9% |
| 1Y | +42.5% | +18.8% | +23.7% | +36.2% |
| 3Y | +29.4% | +2.9% | +26.5% | +25.0% |
| 5Y | +15.8% | +54.5% | -38.7% | +0.8% |
| 10Y | +236.5% | +175.7% | +60.7% | +142.8% |
| All | +1,288.1% | +714.8% | +573.3% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling