+5.0%
KDP vs CPNG
-52.6%
+57.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.6% | -7.6% | +6.0% | -1.3% |
| 30D | +9.5% | -8.8% | +18.3% | +9.8% |
| 3M | +2.6% | -7.2% | +9.9% | +2.7% |
| 6M | +15.6% | -21.5% | +37.2% | +16.3% |
| YTD | +17.3% | -37.4% | +54.8% | +18.8% |
| 1Y | +20.1% | -54.3% | +74.4% | +23.0% |
| 3Y | +4.9% | -20.3% | +25.2% | +4.4% |
| 5Y | +5.0% | -51.2% | +56.2% | +7.4% |
| All | +5.0% | -52.6% | +57.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling