+5.0%
KDP vs CMI
+165.6%
-160.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.5% | -12.3% | +21.8% | +11.0% |
| 3M | +2.6% | -16.8% | +19.4% | +4.3% |
| 6M | +15.6% | +1.5% | +14.1% | +13.7% |
| YTD | +17.3% | +9.8% | +7.5% | +13.8% |
| 1Y | +20.1% | +42.6% | -22.5% | +11.3% |
| 3Y | +4.9% | +151.0% | -146.1% | -15.9% |
| 5Y | +5.0% | +167.0% | -162.0% | -17.7% |
| All | +5.0% | +165.6% | -160.6% | -17.7% |
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