+15.2%
KDP vs CAH
+65.8%
-50.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.3% | +5.4% | -4.1% | +0.9% |
| 30D | +6.0% | +3.3% | +2.7% | +5.8% |
| 3M | +9.2% | +22.8% | -13.6% | +7.7% |
| 6M | +14.7% | +11.3% | +3.4% | +13.9% |
| YTD | +19.2% | +21.1% | -1.9% | +17.7% |
| 1Y | +15.2% | +67.2% | -52.1% | +5.5% |
| All | +15.2% | +65.8% | -50.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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