+1,117.5%
KDP vs CMI
+1,127.0%
-9.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +6.0% | -13.4% | +19.4% | +8.9% |
| 3M | +9.2% | -17.0% | +26.2% | +12.4% |
| 6M | +14.7% | -1.6% | +16.3% | +13.7% |
| YTD | +19.2% | +11.0% | +8.2% | +15.0% |
| 1Y | +15.2% | +41.9% | -26.7% | +5.3% |
| 3Y | +6.0% | +151.8% | -145.8% | -15.4% |
| 5Y | +5.4% | +163.6% | -158.2% | -17.6% |
| 10Y | +171.9% | +472.9% | -301.0% | +74.1% |
| All | +1,117.5% | +1,127.0% | -9.5% | +424.2% |
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 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