+1,117.5%
KDP vs CMS
+735.5%
+382.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | +9.2% | -1.9% | +11.1% | +10.0% |
| 6M | +14.7% | -11.0% | +25.7% | +20.0% |
| YTD | +19.2% | +0.2% | +19.0% | +18.9% |
| 1Y | +15.2% | -1.3% | +16.5% | +15.4% |
| 3Y | +6.0% | +35.9% | -30.0% | -7.1% |
| 5Y | +5.4% | +23.1% | -17.7% | -5.0% |
| 10Y | +171.9% | +117.9% | +54.0% | +83.8% |
| All | +1,117.5% | +735.5% | +382.0% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling