+266.4%
KDP vs CHRW
+131.8%
+134.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.4% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | +16.8% | -4.3% | +21.1% | +17.2% |
| 3M | +32.0% | -7.4% | +39.5% | +32.7% |
| 6M | +35.2% | -20.7% | +55.8% | +37.5% |
| YTD | +40.9% | -15.9% | +56.8% | +41.4% |
| 1Y | +47.7% | -9.9% | +57.5% | +46.8% |
| 3Y | +34.8% | +79.0% | -44.2% | +19.2% |
| 5Y | +22.6% | +61.3% | -38.7% | +8.8% |
| 10Y | +266.4% | +128.5% | +137.9% | +198.4% |
| All | +266.4% | +131.8% | +134.7% | +198.4% |
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