+266.4%
KDP vs CAH
+411.5%
-145.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.0% | +5.9% | -2.0% | +3.0% |
| 30D | +16.8% | +16.5% | +0.3% | +14.0% |
| 3M | +32.0% | +15.7% | +16.3% | +28.9% |
| 6M | +35.2% | +52.7% | -17.6% | +26.1% |
| YTD | +40.9% | +36.3% | +4.6% | +33.5% |
| 1Y | +47.7% | +36.7% | +10.9% | +39.8% |
| 3Y | +34.8% | +178.2% | -143.4% | +12.3% |
| 5Y | +22.6% | +515.8% | -493.1% | -11.0% |
| 10Y | +266.4% | +411.8% | -145.4% | +153.7% |
| All | +266.4% | +411.5% | -145.0% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling