-1.9%
HD vs KDP
+46.6%
-48.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.6% | +0.3% | +3.3% | +3.3% |
| 30D | +21.6% | +16.3% | +5.2% | +15.5% |
| 3M | +0.1% | +24.0% | -23.9% | -6.9% |
| 6M | +13.0% | +30.0% | -17.0% | +3.5% |
| YTD | +4.9% | +36.1% | -31.1% | -5.0% |
| All | -1.9% | +46.6% | -48.5% | -11.3% |
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