+6.8%
KDP vs CPB
-39.5%
+46.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.3% |
| 7D | +1.3% | -8.6% | +9.9% | +4.3% |
| 30D | +6.0% | -7.2% | +13.2% | +8.6% |
| 3M | +9.2% | +0.9% | +8.3% | +8.5% |
| 6M | +14.7% | -11.8% | +26.5% | +19.0% |
| YTD | +19.2% | -19.4% | +38.6% | +27.4% |
| 1Y | +15.2% | -30.4% | +45.6% | +29.2% |
| 3Y | +6.0% | -40.2% | +46.1% | +22.9% |
| All | +6.8% | -39.5% | +46.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling