+100.8%
HBAN vs KDP
+247.6%
-146.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +4.8% | +9.7% | -5.0% | +2.1% |
| 3M | -10.1% | +17.6% | -27.7% | -14.0% |
| 6M | +5.0% | +25.8% | -20.8% | -1.5% |
| YTD | -6.1% | +33.9% | -40.0% | -13.8% |
| 1Y | +4.6% | +38.9% | -34.3% | -4.9% |
| 3Y | +74.9% | +26.8% | +48.1% | +60.3% |
| 5Y | +21.4% | +16.3% | +5.1% | +14.3% |
| All | +100.8% | +247.6% | -146.8% | +78.6% |
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