+43.5%
KDP vs CNC
+122.0%
-78.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.6% | -6.7% | +4.9% |
| 7D | +5.3% | +13.4% | -8.0% | +4.3% |
| 30D | +19.1% | +18.2% | +0.9% | +17.7% |
| 3M | +19.2% | +18.6% | +0.5% | +17.7% |
| 6M | +29.3% | +41.9% | -12.6% | +26.7% |
| YTD | +35.5% | +84.7% | -49.2% | +31.8% |
| 1Y | +43.5% | +110.5% | -67.0% | +40.0% |
| All | +43.5% | +122.0% | -78.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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