+266.4%
KDP vs CMS
+137.8%
+128.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -1.1% | +5.1% | +4.4% |
| 30D | +16.8% | +6.6% | +10.2% | +14.4% |
| 3M | +32.0% | +0.8% | +31.2% | +31.7% |
| 6M | +35.2% | -3.3% | +38.5% | +36.6% |
| YTD | +40.9% | +2.7% | +38.2% | +39.6% |
| 1Y | +47.7% | -4.0% | +51.7% | +49.5% |
| 3Y | +34.8% | +37.6% | -2.8% | +21.0% |
| 5Y | +22.6% | +35.4% | -12.8% | +10.0% |
| 10Y | +266.4% | +136.0% | +130.4% | +172.1% |
| All | +266.4% | +137.8% | +128.7% | +172.1% |
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