+1,232.8%
KDP vs CHRW
+202.2%
+1,030.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.5% |
| 7D | -4.0% | +4.7% | -8.7% | -4.9% |
| 30D | +8.5% | -2.6% | +11.0% | +8.7% |
| 3M | +20.7% | -8.0% | +28.7% | +22.0% |
| 6M | +23.2% | -19.0% | +42.2% | +26.8% |
| YTD | +30.5% | -15.5% | +46.0% | +31.5% |
| 1Y | +35.9% | -10.8% | +46.7% | +35.0% |
| 3Y | +24.8% | +79.8% | -55.0% | +0.8% |
| 5Y | +13.4% | +59.3% | -45.9% | -7.9% |
| 10Y | +239.3% | +129.6% | +109.7% | +133.0% |
| All | +1,232.8% | +202.2% | +1,030.6% | +603.7% |
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 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