+1,267.4%
KDP vs CNI
+546.7%
+720.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -0.8% | +2.5% | -3.3% | -1.7% |
| 30D | +9.7% | +6.1% | +3.6% | +7.5% |
| 3M | +17.6% | +0.1% | +17.5% | +17.5% |
| 6M | +25.8% | +14.9% | +10.8% | +19.8% |
| YTD | +33.9% | +30.9% | +3.0% | +21.4% |
| 1Y | +38.9% | +33.9% | +5.0% | +24.9% |
| 3Y | +26.8% | +20.2% | +6.6% | +16.7% |
| 5Y | +16.3% | +8.2% | +8.2% | +9.6% |
| 10Y | +248.1% | +142.2% | +106.0% | +133.5% |
| All | +1,267.4% | +546.7% | +720.7% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling