+6.8%
KDP vs CLF
-47.7%
+54.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +1.3% | +7.6% | -6.3% | +1.1% |
| 30D | +6.0% | -1.2% | +7.2% | +6.0% |
| 3M | +9.2% | -13.4% | +22.6% | +9.6% |
| 6M | +14.7% | +15.4% | -0.7% | +13.8% |
| YTD | +19.2% | -5.9% | +25.1% | +19.0% |
| 1Y | +15.2% | +18.8% | -3.7% | +13.5% |
| 3Y | +6.0% | -19.4% | +25.4% | +5.1% |
| All | +6.8% | -47.7% | +54.6% | +6.7% |
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