-11.7%
KR vs CHD
+7.1%
-18.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +2.3% |
| 30D | +4.1% | -4.6% | +8.7% | +5.4% |
| 3M | -5.2% | +5.0% | -10.2% | -6.2% |
| 6M | -12.8% | -3.2% | -9.6% | -12.7% |
| YTD | -4.6% | +18.6% | -23.2% | -7.5% |
| 1Y | -11.7% | +4.8% | -16.5% | -10.6% |
| All | -11.7% | +7.1% | -18.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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