+23.6%
KDP vs CPB
-37.1%
+60.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.0% |
| 7D | -4.0% | -5.8% | +1.8% | -2.0% |
| 30D | +8.5% | +16.5% | -8.0% | +3.1% |
| 3M | +20.7% | -1.1% | +21.8% | +20.8% |
| 6M | +23.2% | +11.5% | +11.7% | +18.4% |
| YTD | +30.5% | -15.7% | +46.2% | +36.7% |
| 1Y | +35.9% | -24.7% | +60.5% | +47.4% |
| All | +23.6% | -37.1% | +60.7% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling