+204.4%
DHR vs KDP
+173.3%
+31.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -5.0% | -4.3% | -0.7% | -4.0% |
| 30D | -3.3% | +7.8% | -11.1% | -5.1% |
| 3M | +9.4% | -0.1% | +9.5% | +9.3% |
| 6M | +3.2% | +14.0% | -10.8% | -0.4% |
| YTD | -12.0% | +15.1% | -27.1% | -15.4% |
| 1Y | +4.9% | +18.5% | -13.6% | -0.1% |
| 3Y | -7.4% | +2.9% | -10.2% | -9.0% |
| 5Y | -29.8% | +3.0% | -32.7% | -30.9% |
| All | +204.4% | +173.3% | +31.1% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KDP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling