+229.6%
KDP vs CNP
+138.0%
+91.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +2.2% | -4.2% | +6.4% | +3.3% |
| 30D | +19.9% | +5.5% | +14.4% | +18.0% |
| 3M | +21.5% | +0.6% | +20.9% | +21.1% |
| 6M | +30.1% | -2.8% | +32.9% | +30.9% |
| YTD | +34.9% | +7.9% | +27.1% | +31.7% |
| 1Y | +43.4% | +6.7% | +36.7% | +40.4% |
| 3Y | +29.1% | +61.1% | -32.1% | +12.1% |
| 5Y | +15.0% | +73.0% | -58.0% | -2.4% |
| All | +229.6% | +138.0% | +91.6% | +124.6% |
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