+6.4%
KDP vs CTVA
+78.5%
-72.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +2.1% | -2.1% | +4.2% | +2.4% |
| 30D | +8.5% | +12.0% | -3.6% | +6.4% |
| 3M | +6.6% | +13.5% | -6.9% | +4.3% |
| 6M | +17.1% | +12.1% | +5.0% | +14.5% |
| YTD | +19.0% | +29.0% | -10.0% | +13.9% |
| 1Y | +21.8% | +18.9% | +2.9% | +18.0% |
| 3Y | +6.4% | +78.9% | -72.4% | -4.1% |
| All | +6.4% | +78.5% | -72.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling