+38.9%
KDP vs CLF
+15.2%
+23.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.5% |
| 7D | -0.8% | +10.4% | -11.2% | -0.5% |
| 30D | +9.7% | +0.6% | +9.2% | +9.6% |
| 3M | +17.6% | +4.1% | +13.5% | +17.5% |
| 6M | +25.8% | +15.1% | +10.7% | +25.7% |
| YTD | +33.9% | -4.7% | +38.6% | +34.9% |
| 1Y | +38.9% | +20.4% | +18.5% | +42.6% |
| All | +38.9% | +15.2% | +23.7% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling