+170.1%
KDP vs CNI
+136.1%
+34.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +7.8% | -3.5% | +11.3% | +9.0% |
| 3M | -0.1% | +2.2% | -2.3% | -0.7% |
| 6M | +14.0% | +15.1% | -1.1% | +9.1% |
| YTD | +15.1% | +24.7% | -9.6% | +7.2% |
| 1Y | +18.5% | +33.4% | -14.9% | +8.0% |
| 3Y | +2.9% | +19.5% | -16.6% | -4.4% |
| 5Y | +3.0% | +12.6% | -9.6% | -3.9% |
| All | +170.1% | +136.1% | +34.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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