+26.8%
KDP vs CME
+65.9%
-39.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -0.8% | +3.9% | -4.7% | -1.4% |
| 30D | +9.7% | +11.3% | -1.6% | +8.0% |
| 3M | +17.6% | +19.6% | -1.9% | +14.5% |
| 6M | +25.8% | +8.1% | +17.7% | +24.4% |
| YTD | +33.9% | +20.4% | +13.5% | +30.0% |
| 1Y | +38.9% | +16.5% | +22.4% | +35.7% |
| 3Y | +26.8% | +66.4% | -39.7% | +16.2% |
| All | +26.8% | +65.9% | -39.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling