+239.3%
KDP vs CTAS
+848.9%
-609.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | +16.3% | +10.3% | +6.1% | +13.2% |
| 3M | +24.0% | +10.2% | +13.8% | +20.6% |
| 6M | +30.0% | +34.4% | -4.4% | +19.4% |
| YTD | +36.1% | +19.6% | +16.5% | +28.9% |
| 1Y | +46.8% | +21.8% | +25.0% | +38.3% |
| 3Y | +30.5% | +74.1% | -43.6% | +9.7% |
| 5Y | +17.9% | +114.0% | -96.1% | -7.7% |
| 10Y | +239.3% | +813.9% | -574.7% | +78.1% |
| All | +239.3% | +848.9% | -609.6% | +78.1% |
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