+30.5%
KDP vs CMS
+37.9%
-7.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +16.3% | +7.1% | +9.2% | +13.1% |
| 3M | +24.0% | -1.3% | +25.3% | +24.6% |
| 6M | +30.0% | -2.7% | +32.6% | +31.5% |
| YTD | +36.1% | +2.6% | +33.5% | +34.7% |
| 1Y | +46.8% | -2.0% | +48.8% | +48.0% |
| 3Y | +30.5% | +39.6% | -9.1% | +12.6% |
| All | +30.5% | +37.9% | -7.5% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling