+105.5%
KDP vs CLBK
+67.9%
+37.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +6.0% | +9.1% | -3.1% | +4.2% |
| 3M | +9.2% | +27.7% | -18.5% | +4.1% |
| 6M | +14.7% | +40.8% | -26.1% | +7.3% |
| YTD | +19.2% | +66.4% | -47.2% | +7.7% |
| 1Y | +15.2% | +72.4% | -57.2% | +3.1% |
| 3Y | +6.0% | +50.7% | -44.7% | -4.4% |
| 5Y | +5.4% | +42.9% | -37.5% | -7.7% |
| All | +105.5% | +67.9% | +37.6% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling