+256.4%
KDP vs CLF
+82.3%
+174.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.5% |
| 7D | +8.2% | -9.1% | +17.3% | +8.6% |
| 30D | +18.4% | -0.9% | +19.3% | +18.1% |
| 3M | +29.2% | +3.0% | +26.3% | +28.6% |
| 6M | +32.3% | +16.7% | +15.6% | +30.4% |
| YTD | +38.5% | -3.2% | +41.6% | +37.3% |
| 1Y | +48.5% | +24.6% | +23.9% | +45.1% |
| 3Y | +32.5% | -22.3% | +54.8% | +30.3% |
| 5Y | +19.7% | -41.2% | +60.9% | +17.7% |
| 10Y | +256.4% | +83.5% | +172.9% | +199.3% |
| All | +256.4% | +82.3% | +174.1% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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