+256.4%
KDP vs CNH
+107.8%
+148.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.1% | +2.3% |
| 7D | +8.2% | +4.5% | +3.7% | +7.4% |
| 30D | +18.4% | +7.6% | +10.7% | +17.0% |
| 3M | +29.2% | +17.0% | +12.2% | +25.9% |
| 6M | +32.3% | +12.9% | +19.3% | +29.1% |
| YTD | +38.5% | +34.3% | +4.2% | +31.6% |
| 1Y | +48.5% | +28.5% | +20.0% | +41.8% |
| 3Y | +32.5% | +31.9% | +0.6% | +23.7% |
| 5Y | +19.7% | -9.6% | +29.3% | +16.2% |
| 10Y | +256.4% | +106.3% | +150.1% | +187.1% |
| All | +256.4% | +107.8% | +148.6% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling