+247.9%
KDP vs CPRT
+368.4%
-120.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +9.7% | +21.2% | -11.4% | +5.2% |
| 3M | +17.6% | +8.3% | +9.3% | +15.2% |
| 6M | +25.8% | -3.4% | +29.1% | +25.9% |
| YTD | +33.9% | -18.7% | +52.6% | +38.8% |
| 1Y | +38.9% | -23.5% | +62.4% | +46.0% |
| 3Y | +26.8% | -34.2% | +60.9% | +36.4% |
| 5Y | +16.3% | -18.2% | +34.5% | +16.5% |
| All | +247.9% | +368.4% | -120.6% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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