-3.5%
HD vs KDP
+50.8%
-54.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -1.2% | +4.0% | -5.1% | -2.7% |
| 30D | +20.9% | +16.8% | +4.1% | +14.4% |
| 3M | -0.2% | +32.0% | -32.2% | -9.3% |
| 6M | +14.5% | +35.2% | -20.7% | +3.4% |
| YTD | +4.3% | +40.9% | -36.6% | -6.8% |
| 1Y | -3.5% | +47.7% | -51.1% | -13.9% |
| All | -3.5% | +50.8% | -54.2% | -13.9% |
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