+43.5%
KDP vs CRH
-13.9%
+57.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +4.7% |
| 7D | +5.3% | +14.2% | -8.8% | +2.7% |
| 30D | +19.1% | +19.5% | -0.4% | +15.2% |
| 3M | +19.2% | +0.4% | +18.8% | +18.2% |
| 6M | +29.3% | -10.1% | +39.4% | +30.4% |
| YTD | +35.5% | -19.9% | +55.5% | +37.5% |
| 1Y | +43.5% | -14.8% | +58.3% | +45.8% |
| All | +43.5% | -13.9% | +57.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling