+26.5%
KDP vs CPNG
-76.1%
+102.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -0.8% | -6.8% | +6.0% | -0.6% |
| 30D | +9.7% | +5.5% | +4.2% | +9.6% |
| 3M | +17.6% | -6.8% | +24.4% | +17.8% |
| 6M | +25.8% | -4.8% | +30.6% | +25.7% |
| YTD | +33.9% | -35.6% | +69.5% | +35.3% |
| 1Y | +38.9% | -46.8% | +85.6% | +41.1% |
| 3Y | +26.8% | -0.8% | +27.6% | +25.3% |
| 5Y | +16.3% | -42.9% | +59.2% | +15.3% |
| All | +26.5% | -76.1% | +102.6% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling