+891.5%
CLS vs KDP
+24.9%
+866.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.4% | +12.0% | +1.2% |
| 7D | +23.5% | -4.0% | +27.5% | +21.5% |
| 30D | -28.9% | +8.5% | -37.4% | -25.8% |
| 3M | -25.2% | +20.7% | -45.9% | -18.3% |
| 6M | -32.1% | +23.2% | -55.3% | -25.1% |
| YTD | -14.1% | +30.5% | -44.5% | -2.2% |
| 1Y | -24.1% | +35.9% | -59.9% | -11.8% |
| All | +891.5% | +24.9% | +866.7% | +1,012.0% |
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