+256.4%
KDP vs CPRT
+382.0%
-125.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +8.2% | +4.0% | +4.2% | +7.3% |
| 30D | +18.4% | +18.2% | +0.1% | +14.0% |
| 3M | +29.2% | +9.2% | +20.1% | +26.3% |
| 6M | +32.3% | -4.8% | +37.1% | +32.9% |
| YTD | +38.5% | -17.5% | +56.0% | +43.1% |
| 1Y | +48.5% | -22.0% | +70.5% | +55.4% |
| 3Y | +32.5% | -33.7% | +66.2% | +42.3% |
| 5Y | +19.7% | -15.0% | +34.7% | +18.8% |
| 10Y | +256.4% | +385.2% | -128.8% | +194.0% |
| All | +256.4% | +382.0% | -125.6% | +194.0% |
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