+19.7%
KDP vs CAH
+522.4%
-502.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +8.2% | +9.4% | -1.2% | +6.4% |
| 30D | +18.4% | +16.5% | +1.8% | +15.0% |
| 3M | +29.2% | +17.0% | +12.3% | +25.4% |
| 6M | +32.3% | +51.4% | -19.1% | +22.5% |
| YTD | +38.5% | +36.0% | +2.5% | +30.2% |
| 1Y | +48.5% | +36.0% | +12.5% | +39.6% |
| 3Y | +32.5% | +177.5% | -145.0% | +4.8% |
| 5Y | +19.7% | +509.2% | -489.5% | -27.7% |
| All | +19.7% | +522.4% | -502.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling