+1,117.5%
KDP vs CL
+273.0%
+844.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +9.2% | +4.9% | +4.3% | +6.5% |
| 6M | +14.7% | -5.7% | +20.4% | +17.8% |
| YTD | +19.2% | +14.4% | +4.8% | +11.1% |
| 1Y | +15.2% | +8.7% | +6.4% | +9.8% |
| 3Y | +6.0% | +30.0% | -24.0% | -8.7% |
| 5Y | +5.4% | +28.4% | -22.9% | -9.3% |
| 10Y | +171.9% | +50.1% | +121.8% | +108.9% |
| All | +1,117.5% | +273.0% | +844.5% | +416.4% |
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