+35.9%
KDP vs CMS
-4.6%
+40.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.1% |
| 7D | -4.0% | -1.3% | -2.7% | -3.3% |
| 30D | +8.5% | +5.3% | +3.2% | +6.2% |
| 3M | +20.7% | -0.3% | +21.0% | +20.8% |
| 6M | +23.2% | -4.0% | +27.2% | +25.9% |
| YTD | +30.5% | +2.1% | +28.3% | +33.3% |
| 1Y | +35.9% | -4.7% | +40.6% | +40.2% |
| All | +35.9% | -4.6% | +40.5% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling