-4.3%
HD vs KDP
+42.4%
-46.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +4.3% | +2.2% | +2.1% | +3.4% |
| 30D | +20.2% | +19.9% | +0.3% | +13.3% |
| 3M | -1.0% | +21.5% | -22.5% | -7.2% |
| 6M | +7.9% | +30.1% | -22.2% | -1.0% |
| YTD | +2.0% | +34.9% | -33.0% | -7.2% |
| 1Y | -4.3% | +43.4% | -47.7% | -12.7% |
| All | -4.3% | +42.4% | -46.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling