+176.2%
KDP vs CTAS
+658.7%
-482.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | +6.0% | -0.2% | +6.2% | +6.0% |
| 3M | +9.2% | +11.7% | -2.5% | +5.6% |
| 6M | +14.7% | +0.7% | +14.0% | +14.0% |
| YTD | +19.2% | +7.4% | +11.8% | +16.4% |
| 1Y | +15.2% | -2.1% | +17.3% | +15.3% |
| 3Y | +6.0% | +62.9% | -57.0% | -9.4% |
| 5Y | +5.4% | +111.9% | -106.5% | -17.4% |
| All | +176.2% | +658.7% | -482.5% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling