-5.2%
DHR vs KDP
+6.5%
-11.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | +0.2% | +8.5% | -8.2% | -1.7% |
| 3M | +12.1% | +6.6% | +5.4% | +10.4% |
| 6M | +5.4% | +17.1% | -11.6% | +1.5% |
| YTD | -10.0% | +19.0% | -29.0% | -13.9% |
| 1Y | +4.1% | +21.8% | -17.7% | -1.4% |
| 3Y | -5.2% | +6.4% | -11.6% | -5.1% |
| All | -5.2% | +6.5% | -11.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling