+12.6%
KDP vs CPNG
-75.9%
+88.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +1.3% | -7.4% | +8.7% | +1.5% |
| 30D | +6.0% | -4.4% | +10.4% | +6.1% |
| 3M | +9.2% | -7.5% | +16.7% | +9.3% |
| 6M | +14.7% | -19.9% | +34.6% | +15.2% |
| YTD | +19.2% | -35.2% | +54.4% | +20.5% |
| 1Y | +15.2% | -46.8% | +61.9% | +17.0% |
| 3Y | +6.0% | -20.2% | +26.1% | +5.6% |
| 5Y | +5.4% | -48.4% | +53.9% | +4.6% |
| All | +12.6% | -75.9% | +88.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling