+266.4%
KDP vs CRS
+882.2%
-615.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +1.6% |
| 7D | +4.0% | +4.4% | -0.4% | +3.6% |
| 30D | +16.8% | -19.1% | +35.9% | +18.3% |
| 3M | +32.0% | -43.2% | +75.3% | +37.4% |
| 6M | +35.2% | -28.9% | +64.0% | +37.5% |
| YTD | +40.9% | -3.0% | +43.9% | +39.1% |
| 1Y | +47.7% | -5.3% | +53.0% | +46.0% |
| 3Y | +34.8% | +363.5% | -328.7% | +11.9% |
| 5Y | +22.6% | +858.2% | -835.5% | -7.6% |
| 10Y | +266.4% | +862.9% | -596.5% | +162.1% |
| All | +266.4% | +882.2% | -615.8% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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