+16.2%
KDP vs CNI
+8.1%
+8.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.5% |
| 30D | +9.7% | +6.1% | +3.6% | +8.0% |
| 3M | +17.6% | +0.1% | +17.5% | +17.5% |
| 6M | +25.8% | +14.9% | +10.8% | +21.2% |
| YTD | +33.9% | +30.9% | +3.0% | +24.7% |
| 1Y | +38.9% | +33.9% | +5.0% | +28.5% |
| 3Y | +26.8% | +20.2% | +6.6% | +19.0% |
| All | +16.2% | +8.1% | +8.1% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling