+1,290.0%
KDP vs CME
+536.7%
+753.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +16.3% | +8.5% | +7.8% | +13.9% |
| 3M | +24.0% | +16.0% | +7.9% | +19.3% |
| 6M | +30.0% | +9.3% | +20.6% | +26.5% |
| YTD | +36.1% | +15.3% | +20.8% | +30.3% |
| 1Y | +46.8% | +14.4% | +32.4% | +40.8% |
| 3Y | +30.5% | +59.9% | -29.5% | +13.8% |
| 5Y | +17.9% | +69.4% | -51.5% | +0.3% |
| 10Y | +239.3% | +299.5% | -60.2% | +124.3% |
| All | +1,290.0% | +536.7% | +753.3% | +643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling