+1,117.5%
KDP vs CNP
+424.1%
+693.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +6.0% | -1.8% | +7.8% | +6.6% |
| 3M | +9.2% | -4.6% | +13.8% | +10.8% |
| 6M | +14.7% | -8.8% | +23.5% | +18.1% |
| YTD | +19.2% | +5.2% | +14.0% | +16.9% |
| 1Y | +15.2% | +8.3% | +6.9% | +11.8% |
| 3Y | +6.0% | +54.9% | -48.9% | -9.3% |
| 5Y | +5.4% | +73.5% | -68.1% | -13.8% |
| 10Y | +171.9% | +139.1% | +32.7% | +86.2% |
| All | +1,117.5% | +424.1% | +693.4% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling