+3,167.3%
CLS vs KDP
+1,132.0%
+2,035.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | -13.9% | +6.0% | -19.9% | -15.6% |
| 3M | -26.6% | +9.2% | -35.8% | -29.2% |
| 6M | +15.4% | +14.7% | +0.7% | +9.2% |
| YTD | +5.7% | +19.2% | -13.5% | -1.8% |
| 1Y | +41.1% | +15.2% | +25.9% | +32.0% |
| 3Y | +1,228.6% | +6.0% | +1,222.6% | +1,125.5% |
| 5Y | +3,240.6% | +5.4% | +3,235.2% | +2,987.5% |
| 10Y | +2,760.3% | +171.9% | +2,588.5% | +1,608.4% |
| All | +3,167.3% | +1,132.0% | +2,035.3% | +676.7% |
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 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