+1,288.1%
KDP vs CP
+686.2%
+601.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.5% | +6.1% | -1.6% | +2.9% |
| 30D | +18.5% | +9.8% | +8.8% | +15.6% |
| 3M | +20.8% | +2.7% | +18.1% | +20.0% |
| 6M | +29.4% | +12.8% | +16.6% | +25.2% |
| YTD | +35.9% | +28.2% | +7.7% | +26.9% |
| 1Y | +42.5% | +34.1% | +8.3% | +31.4% |
| 3Y | +29.4% | +28.9% | +0.5% | +18.7% |
| 5Y | +15.8% | +27.1% | -11.3% | +5.3% |
| 10Y | +236.5% | +264.8% | -28.3% | +123.5% |
| All | +1,288.1% | +686.2% | +601.9% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling