+229.6%
KDP vs CPB
-38.3%
+268.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +2.2% | +8.0% | -5.8% | +0.3% |
| 30D | +19.9% | +22.4% | -2.4% | +14.1% |
| 3M | +21.5% | +2.5% | +19.0% | +20.4% |
| 6M | +30.1% | +12.2% | +17.9% | +26.1% |
| YTD | +34.9% | -12.8% | +47.8% | +38.4% |
| 1Y | +43.4% | -19.2% | +62.6% | +49.5% |
| 3Y | +29.1% | -35.6% | +64.6% | +40.6% |
| 5Y | +15.0% | -31.4% | +46.4% | +24.1% |
| All | +229.6% | -38.3% | +268.0% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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