+7.6%
KDP vs CMS
+36.5%
-28.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +6.0% | -3.6% | +9.6% | +7.6% |
| 3M | +9.2% | -1.9% | +11.1% | +10.2% |
| 6M | +14.7% | -11.0% | +25.7% | +20.2% |
| YTD | +19.2% | +0.2% | +19.0% | +19.2% |
| 1Y | +15.2% | -1.3% | +16.5% | +15.6% |
| All | +7.6% | +36.5% | -28.9% | -6.6% |
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