+30.5%
KDP vs CLF
-27.6%
+58.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.1% | +0.9% |
| 7D | +0.3% | -14.1% | +14.4% | +0.2% |
| 30D | +16.3% | -5.5% | +21.9% | +16.2% |
| 3M | +24.0% | 0.0% | +24.0% | +23.9% |
| 6M | +30.0% | +11.3% | +18.7% | +29.9% |
| YTD | +36.1% | -7.7% | +43.8% | +36.1% |
| 1Y | +46.8% | +17.5% | +29.3% | +46.7% |
| 3Y | +30.5% | -25.4% | +55.9% | +27.1% |
| All | +30.5% | -27.6% | +58.1% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling