+175.8%
KDP vs CRL
+241.6%
-65.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | +2.1% | -0.6% | +2.6% | +2.1% |
| 30D | +8.5% | +5.0% | +3.5% | +7.7% |
| 3M | +6.6% | +50.6% | -44.0% | +0.3% |
| 6M | +17.1% | +60.9% | -43.9% | +8.3% |
| YTD | +19.0% | +40.7% | -21.7% | +12.0% |
| 1Y | +21.8% | +73.3% | -51.5% | +10.5% |
| 3Y | +6.4% | +40.6% | -34.1% | -3.6% |
| 5Y | +5.1% | -37.0% | +42.1% | +12.6% |
| 10Y | +175.8% | +244.3% | -68.4% | +91.3% |
| All | +175.8% | +241.6% | -65.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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