+33.5%
KDP vs CPRT
-33.6%
+67.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +4.0% | -1.4% | +5.3% | +4.2% |
| 30D | +16.8% | +21.5% | -4.7% | +13.0% |
| 3M | +32.0% | +9.4% | +22.6% | +29.5% |
| 6M | +35.2% | -3.3% | +38.5% | +34.7% |
| YTD | +40.9% | -17.8% | +58.7% | +43.9% |
| 1Y | +47.7% | -22.2% | +69.8% | +52.3% |
| All | +33.5% | -33.6% | +67.1% | +40.9% |
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