+2,061.9%
CLS vs KDP
+1,294.8%
+767.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -22.2% | +2.2% | -24.4% | -23.0% |
| 30D | -44.4% | +19.9% | -64.3% | -47.8% |
| 3M | -34.3% | +21.5% | -55.8% | -38.8% |
| 6M | -50.1% | +30.1% | -80.2% | -54.8% |
| YTD | -30.1% | +34.9% | -65.0% | -37.9% |
| 1Y | -39.3% | +43.4% | -82.7% | -47.3% |
| 3Y | +732.7% | +29.1% | +703.6% | +613.9% |
| 5Y | +1,777.2% | +15.0% | +1,762.2% | +1,582.8% |
| 10Y | +1,645.6% | +234.1% | +1,411.5% | +859.3% |
| All | +2,061.9% | +1,294.8% | +767.2% | +390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling