+43.5%
KDP vs CME
+19.8%
+23.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.7% |
| 7D | +5.3% | +4.8% | +0.5% | +4.8% |
| 30D | +19.1% | +14.2% | +4.9% | +17.8% |
| 3M | +19.2% | +17.9% | +1.2% | +17.5% |
| 6M | +29.3% | +7.2% | +22.0% | +28.4% |
| YTD | +35.5% | +16.7% | +18.8% | +36.8% |
| 1Y | +43.5% | +19.6% | +23.9% | +44.8% |
| All | +43.5% | +19.8% | +23.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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