+239.3%
KDP vs CLX
+26.7%
+212.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.7% | -0.6% |
| 7D | +0.3% | +17.4% | -17.1% | -4.0% |
| 30D | +16.3% | +27.8% | -11.4% | +8.8% |
| 3M | +24.0% | +3.0% | +21.0% | +22.6% |
| 6M | +30.0% | +17.5% | +12.5% | +23.8% |
| YTD | +36.1% | +10.0% | +26.1% | +31.8% |
| 1Y | +46.8% | +3.3% | +43.5% | +44.3% |
| 3Y | +30.5% | -10.1% | +40.6% | +32.6% |
| 5Y | +17.9% | -23.7% | +41.6% | +22.3% |
| 10Y | +239.3% | +24.9% | +214.4% | +187.3% |
| All | +239.3% | +26.7% | +212.5% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling