+16.2%
KDP vs CNH
-17.7%
+33.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| 6M | +25.8% | +11.8% | +14.0% | +23.4% |
| YTD | +33.9% | +30.4% | +3.5% | +28.9% |
| 1Y | +38.9% | +19.1% | +19.8% | +35.0% |
| 3Y | +26.8% | +30.2% | -3.4% | +19.4% |
| All | +16.2% | -17.7% | +33.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling