+43.4%
KDP vs CPB
-19.1%
+62.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.2% | +8.0% | -5.8% | -0.4% |
| 30D | +19.9% | +22.4% | -2.4% | +12.2% |
| 3M | +21.5% | +2.5% | +19.0% | +20.0% |
| 6M | +30.1% | +12.2% | +17.9% | +25.0% |
| YTD | +34.9% | -12.8% | +47.8% | +39.9% |
| 1Y | +43.4% | -19.2% | +62.6% | +51.3% |
| All | +43.4% | -19.1% | +62.5% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling