+26.8%
KDP vs CHRW
+80.1%
-53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | +7.3% | -8.1% | -1.0% |
| 30D | +9.7% | -3.6% | +13.3% | +9.8% |
| 3M | +17.6% | -9.6% | +27.2% | +17.8% |
| 6M | +25.8% | -17.0% | +42.8% | +26.1% |
| YTD | +33.9% | -15.4% | +49.3% | +33.7% |
| 1Y | +38.9% | -10.0% | +48.9% | +38.3% |
| 3Y | +26.8% | +82.2% | -55.4% | +19.2% |
| All | +26.8% | +80.1% | -53.4% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling