+7.6%
KDP vs CPRT
-25.5%
+33.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | +6.0% | +16.6% | -10.7% | +3.2% |
| 3M | +9.2% | +9.6% | -0.4% | +7.2% |
| 6M | +14.7% | -11.1% | +25.8% | +16.2% |
| YTD | +19.2% | -13.9% | +33.1% | +21.2% |
| 1Y | +15.2% | -32.5% | +47.7% | +22.6% |
| All | +7.6% | -25.5% | +33.1% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling