+133.4%
KR vs CHD
+126.1%
+7.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.2% | -4.5% | +4.3% | +1.5% |
| 30D | +5.1% | -6.7% | +11.8% | +7.6% |
| 3M | -8.2% | -2.7% | -5.4% | -7.3% |
| 6M | -18.0% | -4.9% | -13.1% | -16.7% |
| YTD | -4.8% | +13.3% | -18.1% | -9.2% |
| 1Y | -11.0% | +1.0% | -12.0% | -11.9% |
| 3Y | +37.7% | +1.3% | +36.3% | +35.3% |
| 5Y | +52.8% | +20.8% | +31.9% | +40.1% |
| All | +133.4% | +126.1% | +7.3% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling