+266.4%
KDP vs CP
+251.7%
+14.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | -0.7% | +4.6% | +4.2% |
| 30D | +16.8% | +9.6% | +7.2% | +13.9% |
| 3M | +32.0% | +2.2% | +29.8% | +31.2% |
| 6M | +35.2% | +11.1% | +24.1% | +31.2% |
| YTD | +40.9% | +28.2% | +12.7% | +31.4% |
| 1Y | +47.7% | +32.2% | +15.5% | +36.6% |
| 3Y | +34.8% | +35.5% | -0.7% | +21.4% |
| 5Y | +22.6% | +26.8% | -4.1% | +11.0% |
| 10Y | +266.4% | +256.9% | +9.5% | +169.2% |
| All | +266.4% | +251.7% | +14.7% | +169.2% |
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