+175.8%
KDP vs CHRW
+168.2%
+7.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +2.1% | +1.9% | +0.1% | +1.8% |
| 30D | +8.5% | +0.9% | +7.5% | +8.3% |
| 3M | +6.6% | -19.9% | +26.5% | +8.9% |
| 6M | +17.1% | -15.8% | +32.9% | +18.6% |
| YTD | +19.0% | -5.6% | +24.6% | +18.4% |
| 1Y | +21.8% | +21.0% | +0.7% | +16.8% |
| 3Y | +6.4% | +86.0% | -79.6% | -5.5% |
| 5Y | +5.1% | +88.6% | -83.5% | -8.3% |
| 10Y | +175.8% | +169.3% | +6.5% | +119.6% |
| All | +175.8% | +168.2% | +7.6% | +119.6% |
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