+17.9%
KDP vs CL
+41.6%
-23.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +16.3% | +11.6% | +4.7% | +10.3% |
| 3M | +24.0% | +5.6% | +18.4% | +20.7% |
| 6M | +30.0% | +13.2% | +16.8% | +22.3% |
| YTD | +36.1% | +26.9% | +9.2% | +21.3% |
| 1Y | +46.8% | +27.3% | +19.5% | +30.5% |
| 3Y | +30.5% | +39.7% | -9.2% | +8.8% |
| 5Y | +17.9% | +41.3% | -23.4% | -4.2% |
| All | +17.9% | +41.6% | -23.7% | -4.2% |
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