+247.9%
KDP vs CHRW
+128.6%
+119.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | +7.3% | -8.1% | -1.5% |
| 30D | +9.7% | -3.6% | +13.3% | +10.0% |
| 3M | +17.6% | -9.6% | +27.2% | +18.5% |
| 6M | +25.8% | -17.0% | +42.8% | +27.3% |
| YTD | +33.9% | -15.4% | +49.3% | +34.3% |
| 1Y | +38.9% | -10.0% | +48.9% | +38.1% |
| 3Y | +26.8% | +82.2% | -55.4% | +11.8% |
| 5Y | +16.3% | +59.4% | -43.0% | +3.5% |
| All | +247.9% | +128.6% | +119.2% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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