+19.7%
KDP vs CLF
-42.3%
+62.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.7% |
| 7D | +8.2% | -9.1% | +17.3% | +8.4% |
| 30D | +18.4% | -0.9% | +19.3% | +18.2% |
| 3M | +29.2% | +3.0% | +26.3% | +28.8% |
| 6M | +32.3% | +16.7% | +15.6% | +31.2% |
| YTD | +38.5% | -3.2% | +41.6% | +37.9% |
| 1Y | +48.5% | +24.6% | +23.9% | +46.5% |
| 3Y | +32.5% | -22.3% | +54.8% | +31.9% |
| 5Y | +19.7% | -41.2% | +60.9% | +19.2% |
| All | +19.7% | -42.3% | +62.0% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling