+229.6%
KDP vs CP
+253.8%
-24.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | +19.9% | +10.2% | +9.7% | +16.8% |
| 3M | +21.5% | +2.4% | +19.1% | +20.7% |
| 6M | +30.1% | +7.7% | +22.4% | +27.4% |
| YTD | +34.9% | +26.0% | +9.0% | +26.5% |
| 1Y | +43.4% | +34.6% | +8.7% | +32.0% |
| 3Y | +29.1% | +26.7% | +2.4% | +18.6% |
| 5Y | +15.0% | +24.9% | -9.9% | +4.5% |
| All | +229.6% | +253.8% | -24.2% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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