+1,117.5%
KDP vs CLX
+188.2%
+929.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.3% | -9.2% | +10.5% | +4.8% |
| 30D | +6.0% | -11.0% | +17.0% | +10.4% |
| 3M | +9.2% | +5.0% | +4.1% | +6.8% |
| 6M | +14.7% | -18.8% | +33.5% | +22.7% |
| YTD | +19.2% | -4.4% | +23.6% | +20.1% |
| 1Y | +15.2% | -21.9% | +37.0% | +24.7% |
| 3Y | +6.0% | -32.8% | +38.7% | +19.9% |
| 5Y | +5.4% | -34.6% | +40.0% | +17.5% |
| 10Y | +171.9% | -4.7% | +176.6% | +134.3% |
| All | +1,117.5% | +188.2% | +929.3% | +423.7% |
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