+22.6%
KDP vs CRS
+864.2%
-841.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +1.7% |
| 7D | +4.0% | +4.4% | -0.4% | +3.8% |
| 30D | +16.8% | -19.1% | +35.9% | +17.6% |
| 3M | +32.0% | -43.2% | +75.3% | +35.2% |
| 6M | +35.2% | -28.9% | +64.0% | +36.2% |
| YTD | +40.9% | -3.0% | +43.9% | +39.0% |
| 1Y | +47.7% | -5.3% | +53.0% | +45.8% |
| 3Y | +34.8% | +363.5% | -328.7% | +14.8% |
| 5Y | +22.6% | +858.2% | -835.5% | -3.2% |
| All | +22.6% | +864.2% | -841.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling