+247.9%
KDP vs CNH
+106.0%
+141.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -0.8% | +3.0% | -3.8% | -1.2% |
| 30D | +9.7% | -0.6% | +10.3% | +9.7% |
| 3M | +17.6% | +14.6% | +3.0% | +15.0% |
| 6M | +25.8% | +11.8% | +14.0% | +23.0% |
| YTD | +33.9% | +30.4% | +3.5% | +27.8% |
| 1Y | +38.9% | +19.1% | +19.8% | +34.1% |
| 3Y | +26.8% | +30.2% | -3.4% | +18.6% |
| 5Y | +16.3% | -17.8% | +34.2% | +14.6% |
| All | +247.9% | +106.0% | +141.9% | +183.2% |
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