+29.1%
KDP vs CTAS
+75.4%
-46.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +19.9% | +12.8% | +7.2% | +16.4% |
| 3M | +21.5% | +10.3% | +11.2% | +18.5% |
| 6M | +30.1% | +32.0% | -1.9% | +21.2% |
| YTD | +34.9% | +19.1% | +15.8% | +28.8% |
| 1Y | +43.4% | +21.5% | +21.9% | +36.2% |
| 3Y | +29.1% | +76.0% | -47.0% | +6.9% |
| All | +29.1% | +75.4% | -46.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling