+124.9%
KDP vs CLBK
+61.7%
+63.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.2% |
| 7D | -4.0% | +2.5% | -6.4% | -4.4% |
| 30D | +8.5% | +3.7% | +4.8% | +7.7% |
| 3M | +20.7% | -3.3% | +24.0% | +21.4% |
| 6M | +23.2% | +29.6% | -6.5% | +17.0% |
| YTD | +30.5% | +60.3% | -29.8% | +18.7% |
| 1Y | +35.9% | +63.4% | -27.6% | +23.0% |
| 3Y | +24.8% | +53.8% | -29.0% | +11.9% |
| 5Y | +13.4% | +29.0% | -15.6% | +2.4% |
| All | +124.9% | +61.7% | +63.2% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling