+29.1%
KDP vs CRL
+86.4%
-57.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -0.8% |
| 7D | +2.2% | -6.1% | +8.3% | +2.3% |
| 30D | +19.9% | +12.4% | +7.5% | +19.5% |
| 3M | +21.5% | +27.1% | -5.6% | +20.6% |
| 6M | +30.1% | +85.7% | -55.6% | +27.7% |
| YTD | +34.9% | +69.2% | -34.3% | +32.7% |
| 1Y | +43.4% | +97.5% | -54.1% | +39.9% |
| 3Y | +29.1% | +86.1% | -57.0% | +20.7% |
| All | +29.1% | +86.4% | -57.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling