+15.2%
KDP vs CNH
+29.2%
-14.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.4% |
| 7D | +1.3% | +23.3% | -22.0% | -1.4% |
| 30D | +6.0% | +33.5% | -27.5% | +2.1% |
| 3M | +9.2% | +32.7% | -23.5% | +4.9% |
| 6M | +14.7% | +22.2% | -7.5% | +11.5% |
| YTD | +19.2% | +57.7% | -38.5% | +13.3% |
| 1Y | +15.2% | +28.0% | -12.8% | +9.6% |
| All | +15.2% | +29.2% | -14.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling