+1,278.3%
KDP vs CHRW
+181.8%
+1,096.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +19.9% | -7.3% | +27.2% | +21.5% |
| 3M | +21.5% | -14.2% | +35.7% | +24.6% |
| 6M | +30.1% | -25.1% | +55.2% | +36.2% |
| YTD | +34.9% | -21.2% | +56.1% | +38.0% |
| 1Y | +43.4% | -14.2% | +57.5% | +43.5% |
| 3Y | +29.1% | +63.5% | -34.4% | +6.5% |
| 5Y | +15.0% | +49.6% | -34.6% | -5.4% |
| 10Y | +234.1% | +129.4% | +104.7% | +127.2% |
| All | +1,278.3% | +181.8% | +1,096.5% | +638.6% |
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 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