+1,288.1%
KDP vs CLF
-84.4%
+1,372.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.2% | +12.5% | +1.1% |
| 7D | +4.5% | -21.0% | +25.5% | +6.1% |
| 30D | +18.5% | -8.0% | +26.5% | +18.8% |
| 3M | +20.8% | -10.9% | +31.7% | +21.2% |
| 6M | +29.4% | +5.8% | +23.6% | +27.5% |
| YTD | +35.9% | -15.1% | +51.0% | +35.3% |
| 1Y | +42.5% | +7.2% | +35.2% | +39.3% |
| 3Y | +29.4% | -34.2% | +63.5% | +27.3% |
| 5Y | +15.8% | -49.6% | +65.4% | +13.9% |
| 10Y | +236.5% | +109.9% | +126.5% | +169.2% |
| All | +1,288.1% | -84.4% | +1,372.6% | +916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling