+45.9%
KDP vs CLX
+3.6%
+42.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.7% | -1.0% |
| 7D | +0.3% | +17.4% | -17.1% | -5.0% |
| 30D | +16.3% | +27.8% | -11.4% | +6.9% |
| 3M | +24.0% | +3.0% | +21.0% | +21.9% |
| 6M | +30.0% | +17.5% | +12.5% | +21.7% |
| YTD | +36.1% | +10.0% | +26.1% | +36.4% |
| All | +45.9% | +3.6% | +42.3% | +47.3% |
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 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