+229.6%
KDP vs CNH
+116.5%
+113.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +19.9% | -7.2% | +27.2% | +21.0% |
| 3M | +21.5% | +6.5% | +14.9% | +20.0% |
| 6M | +30.1% | +7.9% | +22.2% | +27.9% |
| YTD | +34.9% | +26.6% | +8.4% | +29.5% |
| 1Y | +43.4% | +13.8% | +29.6% | +39.4% |
| 3Y | +29.1% | +9.2% | +19.9% | +24.0% |
| 5Y | +15.0% | -15.6% | +30.6% | +12.8% |
| All | +229.6% | +116.5% | +113.1% | +186.5% |
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