+15.2%
KDP vs CLBK
+73.3%
-58.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +6.0% | +9.1% | -3.1% | +5.1% |
| 3M | +9.2% | +27.7% | -18.5% | +6.7% |
| 6M | +14.7% | +40.8% | -26.1% | +11.2% |
| YTD | +19.2% | +66.4% | -47.2% | +15.1% |
| 1Y | +15.2% | +72.4% | -57.2% | +11.1% |
| All | +15.2% | +73.3% | -58.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling