+239.1%
KDP vs CMS
+136.3%
+102.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | +8.5% | +5.3% | +3.2% | +6.7% |
| 3M | +20.7% | -0.3% | +21.0% | +20.8% |
| 6M | +23.2% | -4.0% | +27.2% | +24.9% |
| YTD | +30.5% | +2.1% | +28.3% | +29.5% |
| 1Y | +35.9% | -4.7% | +40.6% | +37.9% |
| 3Y | +24.8% | +36.8% | -12.0% | +12.3% |
| 5Y | +13.4% | +34.9% | -21.5% | +1.9% |
| All | +239.1% | +136.3% | +102.8% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling