+6.4%
KDP vs CRS
+653.3%
-646.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +2.1% | -3.1% | +5.1% | +2.1% |
| 30D | +8.5% | -19.6% | +28.1% | +8.9% |
| 3M | +6.6% | -8.1% | +14.7% | +6.5% |
| 6M | +17.1% | +18.6% | -1.5% | +15.7% |
| YTD | +19.0% | +45.9% | -26.8% | +16.9% |
| 1Y | +21.8% | +82.5% | -60.7% | +18.3% |
| 3Y | +6.4% | +648.9% | -642.5% | -6.6% |
| All | +6.4% | +653.3% | -646.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling