+1.8%
KDP vs CRH
+93.9%
-92.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.7% | -6.1% | +2.4% | -2.9% |
| 30D | +6.2% | -9.3% | +15.5% | +7.6% |
| 3M | +1.2% | -15.2% | +16.4% | +3.4% |
| 6M | +15.3% | -14.2% | +29.5% | +17.5% |
| YTD | +14.8% | -28.3% | +43.1% | +19.6% |
| 1Y | +17.6% | -21.8% | +39.4% | +20.9% |
| 3Y | +2.1% | +71.6% | -69.5% | -10.2% |
| All | +1.8% | +93.9% | -92.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling