+43.5%
KDP vs CPNG
-45.7%
+89.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.0% | -6.0% | +5.5% |
| 7D | +5.3% | +20.8% | -15.5% | +4.9% |
| 30D | +19.1% | +20.1% | -1.0% | +18.6% |
| 3M | +19.2% | +1.6% | +17.5% | +18.7% |
| 6M | +29.3% | -15.8% | +45.1% | +29.4% |
| YTD | +35.5% | -27.7% | +63.3% | +35.5% |
| 1Y | +43.5% | -46.9% | +90.4% | +41.7% |
| All | +43.5% | -45.7% | +89.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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