+175.4%
KDP vs CNC
+92.8%
+82.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.0% |
| 30D | +9.5% | -3.8% | +13.3% | +10.0% |
| 3M | +2.6% | -3.2% | +5.9% | +2.9% |
| 6M | +15.6% | +47.9% | -32.3% | +9.3% |
| YTD | +17.3% | +55.7% | -38.3% | +9.9% |
| 1Y | +20.1% | +106.2% | -86.1% | +7.4% |
| 3Y | +4.9% | -2.1% | +7.0% | +1.7% |
| 5Y | +5.0% | +3.4% | +1.6% | -0.3% |
| All | +175.4% | +92.8% | +82.6% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling