+1,117.5%
KDP vs CHD
+824.4%
+293.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | +6.0% | -4.6% | +10.6% | +8.0% |
| 3M | +9.2% | +5.0% | +4.2% | +7.0% |
| 6M | +14.7% | -3.2% | +17.9% | +15.9% |
| YTD | +19.2% | +18.6% | +0.6% | +11.1% |
| 1Y | +15.2% | +4.8% | +10.3% | +12.4% |
| 3Y | +6.0% | +6.1% | -0.2% | +1.8% |
| 5Y | +5.4% | +24.0% | -18.5% | -6.2% |
| 10Y | +171.9% | +124.5% | +47.4% | +77.2% |
| All | +1,117.5% | +824.4% | +293.1% | +292.7% |
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