+1,117.5%
KDP vs CHRW
+232.0%
+885.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +6.0% | -3.5% | +9.4% | +6.7% |
| 3M | +9.2% | -19.4% | +28.6% | +13.5% |
| 6M | +14.7% | -21.4% | +36.1% | +19.3% |
| YTD | +19.2% | -7.1% | +26.3% | +18.5% |
| 1Y | +15.2% | +17.8% | -2.7% | +7.6% |
| 3Y | +6.0% | +78.8% | -72.8% | -13.3% |
| 5Y | +5.4% | +83.5% | -78.1% | -16.8% |
| 10Y | +171.9% | +160.2% | +11.6% | +82.1% |
| All | +1,117.5% | +232.0% | +885.5% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling