+23.3%
KDP vs CPNG
-75.9%
+99.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.4% | -3.0% | -7.3% |
| 7D | -4.0% | -6.9% | +2.9% | -3.8% |
| 30D | +8.5% | +1.1% | +7.3% | +8.4% |
| 3M | +20.7% | -6.3% | +27.0% | +20.9% |
| 6M | +23.2% | -3.8% | +27.0% | +23.1% |
| YTD | +30.5% | -35.2% | +65.7% | +31.8% |
| 1Y | +35.9% | -47.0% | +82.8% | +38.1% |
| 3Y | +24.8% | -0.2% | +25.0% | +23.4% |
| 5Y | +13.4% | -42.5% | +55.9% | +12.4% |
| All | +23.3% | -75.9% | +99.2% | +20.8% |
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