+732.7%
CLS vs KDP
+28.7%
+704.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | -22.2% | +2.2% | -24.4% | -20.9% |
| 30D | -44.4% | +19.9% | -64.3% | -39.6% |
| 3M | -34.3% | +21.5% | -55.8% | -28.1% |
| 6M | -50.1% | +30.1% | -80.2% | -43.7% |
| YTD | -30.1% | +34.9% | -65.0% | -19.4% |
| 1Y | -39.3% | +43.4% | -82.7% | -28.1% |
| 3Y | +732.7% | +29.1% | +703.6% | +836.7% |
| All | +732.7% | +28.7% | +704.0% | +836.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling