+21.8%
KDP vs CLX
-24.4%
+46.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.4% |
| 7D | +2.1% | -3.5% | +5.6% | +3.3% |
| 30D | +8.5% | -11.9% | +20.3% | +13.1% |
| 3M | +6.6% | -2.6% | +9.2% | +7.0% |
| 6M | +17.1% | -18.2% | +35.2% | +27.0% |
| YTD | +19.0% | -5.9% | +25.0% | +23.2% |
| 1Y | +21.8% | -23.8% | +45.6% | +39.5% |
| All | +21.8% | -24.4% | +46.1% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling