+1,278.3%
KDP vs CHD
+925.5%
+352.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +2.2% | +2.0% | +0.2% | +1.5% |
| 30D | +19.9% | +13.0% | +6.9% | +14.3% |
| 3M | +21.5% | +6.1% | +15.4% | +18.7% |
| 6M | +30.1% | +15.9% | +14.2% | +22.5% |
| YTD | +34.9% | +31.6% | +3.3% | +20.7% |
| 1Y | +43.4% | +28.5% | +14.9% | +29.3% |
| 3Y | +29.1% | +30.5% | -1.4% | +14.4% |
| 5Y | +15.0% | +30.7% | -15.7% | +0.3% |
| 10Y | +234.1% | +184.2% | +49.9% | +95.9% |
| All | +1,278.3% | +925.5% | +352.8% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling