+31.3%
KDP vs CTVA
+211.9%
-180.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -1.6% | -5.8% | +4.2% | -0.2% |
| 30D | +9.5% | +11.1% | -1.6% | +6.9% |
| 3M | +2.6% | +13.2% | -10.6% | -0.5% |
| 6M | +15.6% | +8.7% | +6.9% | +12.9% |
| YTD | +17.3% | +27.3% | -10.0% | +10.4% |
| 1Y | +20.1% | +18.0% | +2.1% | +14.7% |
| 3Y | +4.9% | +76.5% | -71.6% | -10.5% |
| 5Y | +5.0% | +105.1% | -100.1% | -15.7% |
| All | +31.3% | +211.9% | -180.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling