+25.8%
KDP vs CMI
-35.9%
+61.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.7% |
| 30D | +9.7% | -14.0% | +23.7% | +6.7% |
| 3M | +17.6% | -28.1% | +45.8% | +10.5% |
| 6M | +25.8% | -35.8% | +61.6% | +16.5% |
| All | +25.8% | -35.9% | +61.6% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling