+1,278.3%
KDP vs CME
+539.6%
+738.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +19.9% | +13.2% | +6.8% | +16.2% |
| 3M | +21.5% | +16.3% | +5.2% | +16.8% |
| 6M | +30.1% | +7.1% | +23.0% | +27.3% |
| YTD | +34.9% | +15.8% | +19.1% | +29.1% |
| 1Y | +43.4% | +17.1% | +26.3% | +36.7% |
| 3Y | +29.1% | +63.2% | -34.1% | +12.0% |
| 5Y | +15.0% | +70.2% | -55.2% | -2.3% |
| 10Y | +234.1% | +337.0% | -102.9% | +115.7% |
| All | +1,278.3% | +539.6% | +738.7% | +636.2% |
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