+2,029.3%
CLS vs KDP
+238.8%
+1,790.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.4% | +12.0% | +5.5% |
| 7D | +23.5% | -4.0% | +27.5% | +24.1% |
| 30D | -28.9% | +8.5% | -37.4% | -30.1% |
| 3M | -25.2% | +20.7% | -45.9% | -27.9% |
| 6M | -32.1% | +23.2% | -55.3% | -35.0% |
| YTD | -14.1% | +30.5% | -44.5% | -19.1% |
| 1Y | -24.1% | +35.9% | -59.9% | -29.1% |
| 3Y | +897.0% | +24.8% | +872.2% | +807.5% |
| 5Y | +2,089.9% | +13.4% | +2,076.5% | +1,966.1% |
| All | +2,029.3% | +238.8% | +1,790.6% | +1,522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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