+175.8%
KDP vs CNP
+135.4%
+40.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +2.1% | +1.6% | +0.4% | +1.6% |
| 30D | +8.5% | -0.8% | +9.3% | +8.7% |
| 3M | +6.6% | -3.6% | +10.2% | +7.7% |
| 6M | +17.1% | -6.9% | +24.0% | +19.3% |
| YTD | +19.0% | +6.4% | +12.6% | +16.8% |
| 1Y | +21.8% | +9.9% | +11.8% | +18.3% |
| 3Y | +6.4% | +53.1% | -46.7% | -6.3% |
| 5Y | +5.1% | +72.0% | -66.8% | -10.7% |
| 10Y | +175.8% | +131.5% | +44.3% | +98.4% |
| All | +175.8% | +135.4% | +40.4% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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