+1,278.3%
KDP vs CL
+308.0%
+970.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | +21.5% | +4.4% | +17.1% | +18.9% |
| 6M | +30.1% | +10.8% | +19.3% | +23.4% |
| YTD | +34.9% | +25.1% | +9.8% | +20.3% |
| 1Y | +43.4% | +28.0% | +15.4% | +26.1% |
| 3Y | +29.1% | +37.6% | -8.5% | +8.2% |
| 5Y | +15.0% | +39.7% | -24.7% | -5.2% |
| 10Y | +234.1% | +75.8% | +158.3% | +136.0% |
| All | +1,278.3% | +308.0% | +970.3% | +459.1% |
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