+5.8%
HD vs KDP
+6.1%
-0.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -2.1% | +1.3% | -3.3% | -2.3% |
| 30D | -8.4% | +6.0% | -14.4% | -9.5% |
| 3M | +4.3% | +9.2% | -4.8% | +2.6% |
| 6M | -11.1% | +14.7% | -25.8% | -13.5% |
| YTD | -4.7% | +19.2% | -23.9% | -7.7% |
| 1Y | -19.8% | +15.2% | -35.0% | -22.0% |
| All | +5.8% | +6.1% | -0.3% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling