+16.2%
KDP vs CTAS
+115.9%
-99.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +9.7% | +8.7% | +1.0% | +7.2% |
| 3M | +17.6% | +13.3% | +4.3% | +13.6% |
| 6M | +25.8% | +39.4% | -13.6% | +14.5% |
| YTD | +33.9% | +21.5% | +12.4% | +26.4% |
| 1Y | +38.9% | +21.9% | +17.0% | +30.9% |
| 3Y | +26.8% | +73.6% | -46.9% | +5.8% |
| All | +16.2% | +115.9% | -99.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling