+6.8%
KDP vs CL
+28.4%
-21.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +1.3% | -2.2% | +3.5% | +2.4% |
| 30D | +6.0% | -4.8% | +10.8% | +8.6% |
| 3M | +9.2% | +4.9% | +4.3% | +6.7% |
| 6M | +14.7% | -5.7% | +20.4% | +17.7% |
| YTD | +19.2% | +14.4% | +4.8% | +11.7% |
| 1Y | +15.2% | +8.7% | +6.4% | +10.3% |
| 3Y | +6.0% | +30.0% | -24.0% | -8.9% |
| All | +6.8% | +28.4% | -21.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling