+153.3%
HBAN vs KDP
+173.3%
-20.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | -1.9% | -4.3% | +2.4% | -0.9% |
| 30D | -5.9% | +7.8% | -13.7% | -7.7% |
| 3M | +0.2% | -0.1% | +0.3% | 0.0% |
| 6M | +6.6% | +14.0% | -7.3% | +2.7% |
| YTD | -1.7% | +15.1% | -16.8% | -5.8% |
| 1Y | -1.7% | +18.5% | -20.2% | -6.8% |
| 3Y | +74.9% | +2.9% | +72.0% | +70.0% |
| 5Y | +36.0% | +3.0% | +33.0% | +32.4% |
| All | +153.3% | +173.3% | -20.0% | +139.6% |
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