+77.6%
HL vs KDP
+18.4%
+59.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -3.7% | -0.7% | -4.6% |
| 30D | +9.3% | +6.2% | +3.1% | +9.9% |
| 3M | +32.0% | +1.2% | +30.8% | +32.9% |
| 6M | -6.4% | +15.3% | -21.8% | -5.2% |
| YTD | +3.1% | +14.8% | -11.7% | +6.4% |
| 1Y | +77.6% | +17.6% | +60.0% | +80.1% |
| All | +77.6% | +18.4% | +59.1% | +80.1% |
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 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