+52.0%
KR vs CHD
+20.9%
+31.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | -8.2% | -2.7% | -5.4% | -7.2% |
| 6M | -18.0% | -4.9% | -13.1% | -16.6% |
| YTD | -4.8% | +13.3% | -18.1% | -9.5% |
| 1Y | -11.0% | +1.0% | -12.0% | -11.7% |
| 3Y | +37.7% | +1.3% | +36.3% | +35.7% |
| All | +52.0% | +20.9% | +31.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling