+59.2%
HAL vs KDP
+16.7%
+42.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | +6.1% | -0.8% | +6.9% | +6.2% |
| 30D | +2.9% | +9.7% | -6.8% | +1.0% |
| 3M | +3.3% | +17.6% | -14.3% | 0.0% |
| 6M | -16.9% | +25.8% | -42.7% | -21.1% |
| YTD | +21.2% | +33.9% | -12.7% | +13.4% |
| 1Y | +27.5% | +38.9% | -11.3% | +18.4% |
| 3Y | -6.4% | +26.8% | -33.2% | -12.6% |
| All | +59.2% | +16.7% | +42.5% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling