+1,263.0%
DHR vs KDP
+1,132.0%
+131.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.9% | +1.3% | -5.2% | -4.3% |
| 30D | +4.0% | +6.0% | -2.0% | +1.9% |
| 3M | +11.5% | +9.2% | +2.3% | +8.0% |
| 6M | +1.9% | +14.7% | -12.8% | -3.4% |
| YTD | -8.9% | +19.2% | -28.1% | -14.9% |
| 1Y | +5.1% | +15.2% | -10.1% | -0.9% |
| 3Y | -10.3% | +6.0% | -16.3% | -13.9% |
| 5Y | -27.8% | +5.4% | -33.2% | -31.0% |
| 10Y | +203.6% | +171.9% | +31.8% | +95.0% |
| All | +1,263.0% | +1,132.0% | +131.1% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling