+1,232.8%
KDP vs CPRT
+1,141.8%
+91.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.0% | -1.5% | -2.5% | -3.6% |
| 30D | +8.5% | +21.4% | -12.9% | +3.5% |
| 3M | +20.7% | +10.4% | +10.3% | +17.4% |
| 6M | +23.2% | -4.3% | +27.5% | +23.7% |
| YTD | +30.5% | -18.3% | +48.7% | +35.6% |
| 1Y | +35.9% | -22.5% | +58.3% | +43.1% |
| 3Y | +24.8% | -34.3% | +59.2% | +35.3% |
| 5Y | +13.4% | -17.8% | +31.2% | +13.8% |
| 10Y | +239.3% | +373.5% | -134.1% | +107.6% |
| All | +1,232.8% | +1,141.8% | +91.0% | +462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling