+7.6%
KDP vs CL
+30.5%
-22.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +1.3% | -2.2% | +3.5% | +2.3% |
| 30D | +6.0% | -4.8% | +10.8% | +8.5% |
| 3M | +9.2% | +4.9% | +4.3% | +6.9% |
| 6M | +14.7% | -5.7% | +20.4% | +17.5% |
| YTD | +19.2% | +14.4% | +4.8% | +12.3% |
| 1Y | +15.2% | +8.7% | +6.4% | +10.9% |
| All | +7.6% | +30.5% | -22.9% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling