+1,278.3%
KDP vs CRL
+435.1%
+843.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -2.0% |
| 7D | +2.2% | -6.1% | +8.3% | +3.0% |
| 30D | +19.9% | +12.4% | +7.5% | +16.9% |
| 3M | +21.5% | +27.1% | -5.6% | +15.6% |
| 6M | +30.1% | +85.7% | -55.6% | +15.1% |
| YTD | +34.9% | +69.2% | -34.3% | +20.2% |
| 1Y | +43.4% | +97.5% | -54.1% | +23.8% |
| 3Y | +29.1% | +86.1% | -57.0% | +7.5% |
| 5Y | +15.0% | -10.0% | +25.0% | +10.0% |
| 10Y | +234.1% | +395.0% | -160.9% | +98.6% |
| All | +1,278.3% | +435.1% | +843.3% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling