+43.5%
KDP vs CL
+33.4%
+10.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +4.1% |
| 7D | +5.3% | +7.7% | -2.4% | +1.5% |
| 30D | +19.1% | +15.2% | +3.9% | +10.9% |
| 3M | +19.2% | +7.3% | +11.8% | +14.7% |
| 6M | +29.3% | +17.0% | +12.3% | +19.7% |
| YTD | +35.5% | +28.0% | +7.6% | +25.1% |
| 1Y | +43.5% | +32.1% | +11.4% | +31.4% |
| All | +43.5% | +33.4% | +10.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling