+35.9%
KDP vs CME
+17.8%
+18.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.0% | +2.7% | -6.7% | -4.3% |
| 30D | +8.5% | +13.5% | -5.0% | +7.1% |
| 3M | +20.7% | +20.9% | -0.2% | +18.4% |
| 6M | +23.2% | +11.5% | +11.7% | +21.9% |
| YTD | +30.5% | +19.5% | +11.0% | +30.7% |
| 1Y | +35.9% | +17.2% | +18.6% | +36.5% |
| All | +35.9% | +17.8% | +18.0% | +36.5% |
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