+247.9%
KDP vs CHD
+196.1%
+51.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -0.8% | +3.6% | -4.4% | -2.0% |
| 30D | +9.7% | +10.4% | -0.7% | +6.2% |
| 3M | +17.6% | +12.2% | +5.4% | +13.2% |
| 6M | +25.8% | +19.9% | +5.9% | +18.4% |
| YTD | +33.9% | +36.4% | -2.5% | +20.9% |
| 1Y | +38.9% | +35.1% | +3.7% | +25.7% |
| 3Y | +26.8% | +29.2% | -2.4% | +15.7% |
| 5Y | +16.3% | +33.4% | -17.0% | +3.9% |
| All | +247.9% | +196.1% | +51.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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