-2.6%
HD vs KDP
+49.2%
-51.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.4% |
| 7D | +5.2% | +8.2% | -3.0% | +2.1% |
| 30D | +20.7% | +18.4% | +2.4% | +14.0% |
| 3M | +0.8% | +29.2% | -28.4% | -7.7% |
| 6M | +12.2% | +32.3% | -20.0% | +2.1% |
| YTD | +4.2% | +38.5% | -34.3% | -6.3% |
| 1Y | -2.6% | +48.5% | -51.1% | -12.5% |
| All | -2.6% | +49.2% | -51.7% | -12.5% |
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