+229.6%
KDP vs CPRT
+398.2%
-168.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.2% | +6.0% | -3.8% | +0.9% |
| 30D | +19.9% | +20.0% | -0.1% | +15.2% |
| 3M | +21.5% | +10.1% | +11.4% | +18.5% |
| 6M | +30.1% | -4.3% | +34.4% | +30.5% |
| YTD | +34.9% | -18.4% | +53.3% | +39.8% |
| 1Y | +43.4% | -20.1% | +63.5% | +49.2% |
| 3Y | +29.1% | -30.4% | +59.5% | +37.0% |
| 5Y | +15.0% | -17.0% | +32.0% | +14.7% |
| All | +229.6% | +398.2% | -168.6% | +178.8% |
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