+5.1%
KDP vs CHD
+21.8%
-16.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +2.1% | -2.9% | +5.0% | +3.2% |
| 30D | +8.5% | -6.2% | +14.7% | +11.0% |
| 3M | +6.6% | +1.6% | +5.1% | +5.9% |
| 6M | +17.1% | -3.5% | +20.6% | +18.3% |
| YTD | +19.0% | +16.2% | +2.8% | +12.7% |
| 1Y | +21.8% | +3.4% | +18.4% | +20.1% |
| 3Y | +6.4% | +4.6% | +1.8% | +3.5% |
| 5Y | +5.1% | +21.1% | -16.0% | -9.6% |
| All | +5.1% | +21.8% | -16.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling