+1,288.1%
KDP vs CL
+317.0%
+971.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +4.5% | +5.9% | -1.4% | +1.6% |
| 30D | +18.5% | +13.8% | +4.7% | +11.1% |
| 3M | +20.8% | +6.4% | +14.4% | +17.2% |
| 6M | +29.4% | +15.6% | +13.8% | +20.1% |
| YTD | +35.9% | +27.9% | +8.0% | +19.8% |
| 1Y | +42.5% | +31.4% | +11.1% | +23.7% |
| 3Y | +29.4% | +41.4% | -12.0% | +7.0% |
| 5Y | +15.8% | +42.8% | -27.0% | -5.5% |
| 10Y | +236.5% | +79.7% | +156.8% | +135.1% |
| All | +1,288.1% | +317.0% | +971.1% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling