+229.6%
KDP vs CMS
+125.4%
+104.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | +19.9% | +6.3% | +13.6% | +17.5% |
| 3M | +21.5% | -2.1% | +23.5% | +22.3% |
| 6M | +30.1% | -5.1% | +35.2% | +32.4% |
| YTD | +34.9% | +1.3% | +33.7% | +34.3% |
| 1Y | +43.4% | -1.4% | +44.8% | +43.9% |
| 3Y | +29.1% | +36.9% | -7.8% | +16.0% |
| 5Y | +15.0% | +32.5% | -17.6% | +3.8% |
| All | +229.6% | +125.4% | +104.2% | +147.8% |
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