+1,117.5%
KDP vs CRS
+1,092.9%
+24.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.0% | -16.6% | +22.6% | +8.4% |
| 3M | +9.2% | -3.5% | +12.7% | +9.1% |
| 6M | +14.7% | +15.4% | -0.7% | +11.4% |
| YTD | +19.2% | +51.2% | -32.0% | +11.4% |
| 1Y | +15.2% | +98.3% | -83.1% | +3.0% |
| 3Y | +6.0% | +651.5% | -645.6% | -24.2% |
| 5Y | +5.4% | +1,411.1% | -1,405.7% | -34.4% |
| 10Y | +171.9% | +1,424.3% | -1,252.5% | +51.4% |
| All | +1,117.5% | +1,092.9% | +24.6% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling