+239.3%
KDP vs CMS
+127.7%
+111.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +16.3% | +7.1% | +9.2% | +13.7% |
| 3M | +24.0% | -1.3% | +25.3% | +24.5% |
| 6M | +30.0% | -2.7% | +32.6% | +31.1% |
| YTD | +36.1% | +2.6% | +33.5% | +34.8% |
| 1Y | +46.8% | -2.0% | +48.8% | +47.6% |
| 3Y | +30.5% | +39.6% | -9.1% | +16.5% |
| 5Y | +17.9% | +35.3% | -17.4% | +5.8% |
| 10Y | +239.3% | +132.3% | +106.9% | +150.8% |
| All | +239.3% | +127.7% | +111.6% | +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