+1,267.4%
KDP vs CMI
+889.4%
+378.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +9.7% | -14.0% | +23.7% | +12.7% |
| 3M | +17.6% | -28.1% | +45.8% | +24.8% |
| 6M | +25.8% | -35.8% | +61.6% | +35.6% |
| YTD | +33.9% | -10.5% | +44.4% | +34.2% |
| 1Y | +38.9% | -1.9% | +40.7% | +36.6% |
| 3Y | +26.8% | +121.0% | -94.2% | +3.3% |
| 5Y | +16.3% | +114.6% | -98.2% | -5.6% |
| 10Y | +248.1% | +325.5% | -77.3% | +136.2% |
| All | +1,267.4% | +889.4% | +378.0% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling