+17.0%
KDP vs CL
+39.7%
-22.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +1.6% |
| 30D | +19.9% | +11.4% | +8.6% | +13.9% |
| 3M | +21.5% | +4.4% | +17.1% | +19.0% |
| 6M | +30.1% | +10.8% | +19.3% | +23.7% |
| YTD | +34.9% | +25.1% | +9.8% | +21.2% |
| 1Y | +43.4% | +28.0% | +15.4% | +27.2% |
| 3Y | +29.1% | +37.6% | -8.5% | +8.4% |
| All | +17.0% | +39.7% | -22.7% | -4.5% |
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 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