+175.8%
KDP vs CTAS
+658.8%
-483.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +8.5% | -1.0% | +9.5% | +8.7% |
| 3M | +6.6% | +15.8% | -9.2% | +2.2% |
| 6M | +17.1% | -1.0% | +18.1% | +17.0% |
| YTD | +19.0% | +7.4% | +11.6% | +16.2% |
| 1Y | +21.8% | -0.1% | +21.9% | +21.2% |
| 3Y | +6.4% | +66.3% | -59.9% | -9.6% |
| 5Y | +5.1% | +111.0% | -105.8% | -17.5% |
| 10Y | +175.8% | +662.9% | -487.1% | +57.7% |
| All | +175.8% | +658.8% | -483.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling