+15.2%
KDP vs CTVA
+22.4%
-7.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.3% | +4.9% | -3.7% | +0.5% |
| 30D | +6.0% | +11.9% | -5.9% | +4.1% |
| 3M | +9.2% | +13.7% | -4.5% | +7.2% |
| 6M | +14.7% | +13.1% | +1.6% | +12.4% |
| YTD | +19.2% | +32.0% | -12.8% | +15.5% |
| 1Y | +15.2% | +22.1% | -6.9% | +12.3% |
| All | +15.2% | +22.4% | -7.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling