+38.9%
KDP vs CAH
+39.8%
-0.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -0.8% | +3.5% | -4.2% | -1.2% |
| 30D | +9.7% | +13.5% | -3.7% | +8.1% |
| 3M | +17.6% | +21.8% | -4.2% | +15.5% |
| 6M | +25.8% | +51.5% | -25.8% | +23.2% |
| YTD | +33.9% | +38.1% | -4.2% | +32.4% |
| 1Y | +38.9% | +37.7% | +1.2% | +37.5% |
| All | +38.9% | +39.8% | -0.9% | +37.5% |
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