+43.5%
KDP vs CAH
+38.5%
+4.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +5.5% |
| 7D | +5.3% | +7.0% | -1.7% | +4.6% |
| 30D | +19.1% | +12.4% | +6.7% | +18.0% |
| 3M | +19.2% | +12.2% | +7.0% | +18.2% |
| 6M | +29.3% | +33.2% | -3.9% | +28.2% |
| YTD | +35.5% | +28.4% | +7.2% | +36.1% |
| 1Y | +43.5% | +35.0% | +8.4% | +47.0% |
| All | +43.5% | +38.5% | +4.9% | +47.0% |
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