+5.0%
KDP vs CAH
+400.5%
-395.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.6% | -2.2% | +0.7% | -1.2% |
| 30D | +9.5% | +1.2% | +8.3% | +9.2% |
| 3M | +2.6% | +13.1% | -10.5% | +0.3% |
| 6M | +15.6% | +8.5% | +7.2% | +13.7% |
| YTD | +17.3% | +17.6% | -0.3% | +13.4% |
| 1Y | +20.1% | +60.7% | -40.6% | +8.0% |
| 3Y | +4.9% | +183.2% | -178.3% | -18.7% |
| 5Y | +5.0% | +402.2% | -397.2% | -32.8% |
| All | +5.0% | +400.5% | -395.5% | -32.8% |
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