+174.5%
KDP vs CPB
-47.3%
+221.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | +1.3% | -8.6% | +9.9% | +3.4% |
| 30D | +6.0% | -7.2% | +13.2% | +7.9% |
| 3M | +9.2% | +0.9% | +8.3% | +8.8% |
| 6M | +14.7% | -11.8% | +26.5% | +17.7% |
| YTD | +19.2% | -19.4% | +38.6% | +24.9% |
| 1Y | +15.2% | -30.4% | +45.6% | +24.6% |
| 3Y | +6.0% | -40.2% | +46.1% | +17.8% |
| 5Y | +5.4% | -39.5% | +44.9% | +17.1% |
| All | +174.5% | -47.3% | +221.9% | +212.8% |
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