+1,278.3%
KDP vs CLX
+214.0%
+1,064.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.2% | +13.6% | -11.4% | -2.5% |
| 30D | +19.9% | +23.4% | -3.4% | +11.0% |
| 3M | +21.5% | -2.8% | +24.3% | +22.3% |
| 6M | +30.1% | +14.0% | +16.1% | +23.0% |
| YTD | +34.9% | +4.2% | +30.8% | +31.5% |
| 1Y | +43.4% | -1.2% | +44.6% | +42.2% |
| 3Y | +29.1% | -12.7% | +41.8% | +32.8% |
| 5Y | +15.0% | -26.5% | +41.5% | +22.6% |
| 10Y | +234.1% | +20.2% | +213.9% | +156.1% |
| All | +1,278.3% | +214.0% | +1,064.3% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling