+4.4%
KDP vs CNI
+19.3%
-15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | +9.5% | -2.1% | +11.6% | +10.0% |
| 3M | +2.6% | +1.8% | +0.8% | +2.2% |
| 6M | +15.6% | +14.8% | +0.8% | +12.3% |
| YTD | +17.3% | +25.4% | -8.1% | +12.1% |
| 1Y | +20.1% | +32.9% | -12.8% | +13.5% |
| All | +4.4% | +19.3% | -15.0% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling