+1,288.1%
KDP vs CMS
+762.6%
+525.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | +18.5% | +8.6% | +9.9% | +14.7% |
| 3M | +20.8% | -0.5% | +21.3% | +21.1% |
| 6M | +29.4% | -4.2% | +33.6% | +31.5% |
| YTD | +35.9% | +3.4% | +32.5% | +33.9% |
| 1Y | +42.5% | +0.4% | +42.0% | +41.8% |
| 3Y | +29.4% | +38.2% | -8.8% | +12.7% |
| 5Y | +15.8% | +35.4% | -19.6% | +0.6% |
| 10Y | +236.5% | +131.7% | +104.8% | +121.8% |
| All | +1,288.1% | +762.6% | +525.6% | +364.9% |
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