+43.5%
KDP vs CTVA
+33.4%
+10.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.2% | +2.7% | +5.4% |
| 7D | +5.3% | +8.2% | -2.9% | +4.2% |
| 30D | +19.1% | -1.0% | +20.1% | +18.1% |
| 3M | +19.2% | +4.6% | +14.6% | +16.8% |
| 6M | +29.3% | +0.5% | +28.8% | +27.4% |
| YTD | +35.5% | +22.7% | +12.8% | +29.4% |
| 1Y | +43.5% | +32.0% | +11.5% | +34.8% |
| All | +43.5% | +33.4% | +10.0% | +34.8% |
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