+16.2%
KDP vs CME
+74.8%
-58.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.8% | +3.9% | -4.7% | -1.6% |
| 30D | +9.7% | +11.3% | -1.6% | +7.4% |
| 3M | +17.6% | +19.6% | -1.9% | +13.5% |
| 6M | +25.8% | +8.1% | +17.7% | +23.8% |
| YTD | +33.9% | +20.4% | +13.5% | +28.5% |
| 1Y | +38.9% | +16.5% | +22.4% | +34.2% |
| 3Y | +26.8% | +66.4% | -39.7% | +12.1% |
| All | +16.2% | +74.8% | -58.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling