+18.5%
KDP vs CMI
+40.9%
-22.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -2.0% |
| 7D | -4.3% | +0.8% | -5.1% | -4.3% |
| 30D | +7.8% | -12.8% | +20.6% | +7.2% |
| 3M | -0.1% | -12.4% | +12.4% | -1.1% |
| 6M | +14.0% | -0.9% | +14.9% | +12.3% |
| YTD | +15.1% | +8.9% | +6.2% | +16.2% |
| 1Y | +18.5% | +37.7% | -19.2% | +27.2% |
| All | +18.5% | +40.9% | -22.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling