+239.3%
KDP vs CPB
-39.9%
+279.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +0.3% | +3.3% | -2.9% | -0.4% |
| 30D | +16.3% | +19.0% | -2.7% | +11.4% |
| 3M | +24.0% | +0.4% | +23.5% | +23.5% |
| 6M | +30.0% | +13.0% | +17.0% | +25.8% |
| YTD | +36.1% | -12.7% | +48.8% | +39.5% |
| 1Y | +46.8% | -20.9% | +67.7% | +53.8% |
| 3Y | +30.5% | -35.4% | +65.9% | +42.0% |
| 5Y | +17.9% | -32.3% | +50.2% | +27.5% |
| 10Y | +239.3% | -40.5% | +279.8% | +250.4% |
| All | +239.3% | -39.9% | +279.2% | +250.4% |
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