+1,117.5%
KDP vs CP
+666.4%
+451.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | +6.0% | +0.2% | +5.8% | +5.9% |
| 3M | +9.2% | +2.6% | +6.6% | +8.3% |
| 6M | +14.7% | +6.0% | +8.7% | +12.7% |
| YTD | +19.2% | +24.9% | -5.7% | +12.0% |
| 1Y | +15.2% | +20.1% | -4.9% | +9.2% |
| 3Y | +6.0% | +16.4% | -10.4% | -0.2% |
| 5Y | +5.4% | +31.7% | -26.3% | -5.2% |
| 10Y | +171.9% | +223.9% | -52.0% | +86.2% |
| All | +1,117.5% | +666.4% | +451.0% | +393.0% |
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