+266.4%
KDP vs CNH
+113.9%
+152.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.5% |
| 7D | +4.0% | +6.7% | -2.7% | +3.0% |
| 30D | +16.8% | +7.2% | +9.6% | +15.5% |
| 3M | +32.0% | +17.5% | +14.5% | +28.6% |
| 6M | +35.2% | +15.0% | +20.2% | +31.6% |
| YTD | +40.9% | +36.8% | +4.1% | +33.6% |
| 1Y | +47.7% | +27.6% | +20.0% | +41.2% |
| 3Y | +34.8% | +34.3% | +0.5% | +25.5% |
| 5Y | +22.6% | -12.2% | +34.9% | +19.7% |
| 10Y | +266.4% | +113.9% | +152.6% | +196.2% |
| All | +266.4% | +113.9% | +152.6% | +196.2% |
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