+266.4%
KDP vs CME
+297.2%
-30.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | +4.0% | +2.5% | +1.5% | +3.3% |
| 30D | +16.8% | +13.9% | +2.9% | +13.0% |
| 3M | +32.0% | +22.4% | +9.7% | +25.3% |
| 6M | +35.2% | +12.9% | +22.3% | +30.5% |
| YTD | +40.9% | +19.6% | +21.3% | +33.6% |
| 1Y | +47.7% | +17.7% | +30.0% | +40.6% |
| 3Y | +34.8% | +65.3% | -30.5% | +15.9% |
| 5Y | +22.6% | +75.1% | -52.5% | +2.5% |
| 10Y | +266.4% | +305.8% | -39.3% | +177.2% |
| All | +266.4% | +297.2% | -30.8% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling