+16.2%
KDP vs CRL
-12.1%
+28.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.7% | +11.9% | -2.2% | +8.8% |
| 3M | +17.6% | +20.2% | -2.5% | +16.1% |
| 6M | +25.8% | +107.5% | -81.8% | +19.7% |
| YTD | +33.9% | +69.4% | -35.6% | +28.7% |
| 1Y | +38.9% | +99.7% | -60.9% | +31.7% |
| 3Y | +26.8% | +98.8% | -72.0% | +17.2% |
| All | +16.2% | -12.1% | +28.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling