+13.4%
KDP vs CMI
+115.6%
-102.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.2% |
| 7D | -4.0% | +1.5% | -5.5% | -4.1% |
| 30D | +8.5% | -14.0% | +22.4% | +9.9% |
| 3M | +20.7% | -28.3% | +49.0% | +24.6% |
| 6M | +23.2% | -34.9% | +58.1% | +28.1% |
| YTD | +30.5% | -9.9% | +40.4% | +28.9% |
| 1Y | +35.9% | -3.6% | +39.5% | +32.9% |
| 3Y | +24.8% | +120.9% | -96.1% | +0.6% |
| 5Y | +13.4% | +116.1% | -102.7% | -5.6% |
| All | +13.4% | +115.6% | -102.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling