+47.7%
KDP vs CHD
+33.4%
+14.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +16.8% | +12.2% | +4.6% | +10.4% |
| 3M | +32.0% | +9.3% | +22.7% | +26.1% |
| 6M | +35.2% | +24.3% | +10.9% | +22.3% |
| YTD | +40.9% | +34.9% | +6.1% | +30.2% |
| 1Y | +47.7% | +32.7% | +15.0% | +36.6% |
| All | +47.7% | +33.4% | +14.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling