+4,143.0%
KR vs CHD
+9,868.9%
-5,726.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -2.1% |
| 30D | +0.6% | -7.6% | +8.2% | +2.5% |
| 3M | -9.8% | -1.6% | -8.2% | -9.4% |
| 6M | -22.1% | -6.3% | -15.8% | -21.0% |
| YTD | -8.1% | +14.6% | -22.7% | -11.1% |
| 1Y | -14.7% | +1.6% | -16.2% | -15.3% |
| 3Y | +28.6% | +3.1% | +25.4% | +26.7% |
| 5Y | +36.4% | +21.1% | +15.3% | +29.2% |
| 10Y | +120.8% | +128.6% | -7.8% | +81.2% |
| All | +4,143.0% | +9,868.9% | -5,726.0% | +1,546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling