-1.2%
KDP vs CHYM
-24.0%
+22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -2.1% |
| 7D | -4.3% | -2.9% | -1.4% | -4.4% |
| 30D | +7.8% | +3.0% | +4.9% | +7.9% |
| 3M | -0.1% | +98.7% | -98.8% | +2.3% |
| 6M | +14.0% | +46.4% | -32.4% | +15.4% |
| YTD | +15.1% | +29.8% | -14.7% | +15.9% |
| 1Y | +18.5% | +40.5% | -21.9% | +19.5% |
| All | -1.2% | -24.0% | +22.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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