+17.0%
KDP vs CLF
-51.2%
+68.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +2.2% | -19.6% | +21.8% | +2.6% |
| 30D | +19.9% | -5.0% | +24.9% | +19.9% |
| 3M | +21.5% | -6.3% | +27.8% | +21.4% |
| 6M | +30.1% | +2.8% | +27.3% | +29.4% |
| YTD | +34.9% | -13.7% | +48.6% | +34.7% |
| 1Y | +43.4% | +13.6% | +29.8% | +41.7% |
| 3Y | +29.1% | -34.0% | +63.1% | +29.4% |
| All | +17.0% | -51.2% | +68.2% | +18.2% |
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