+1,117.5%
KDP vs CME
+485.4%
+632.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +6.0% | +6.2% | -0.3% | +4.4% |
| 3M | +9.2% | +10.4% | -1.2% | +6.2% |
| 6M | +14.7% | -9.5% | +24.2% | +17.1% |
| YTD | +19.2% | +6.0% | +13.2% | +16.7% |
| 1Y | +15.2% | +9.3% | +5.9% | +11.7% |
| 3Y | +6.0% | +57.7% | -51.7% | -7.3% |
| 5Y | +5.4% | +77.7% | -72.3% | -11.5% |
| 10Y | +171.9% | +281.2% | -109.4% | +81.8% |
| All | +1,117.5% | +485.4% | +632.1% | +565.5% |
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 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