+210.9%
DHR vs KDP
+178.7%
+32.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -2.2% | +9.5% | -11.6% | -4.3% |
| 3M | +9.0% | +2.6% | +6.3% | +8.1% |
| 6M | +3.5% | +15.6% | -12.1% | -0.5% |
| YTD | -10.1% | +17.3% | -27.5% | -14.0% |
| 1Y | +6.2% | +20.1% | -13.9% | +0.8% |
| 3Y | -5.4% | +4.9% | -10.3% | -7.5% |
| 5Y | -27.9% | +5.0% | -32.9% | -29.4% |
| All | +210.9% | +178.7% | +32.2% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling