+417.4%
HL vs KDP
+6.5%
+410.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | +7.1% | +2.1% | +5.0% | +7.0% |
| 30D | +21.4% | +8.5% | +13.0% | +21.0% |
| 3M | +37.4% | +6.6% | +30.8% | +37.1% |
| 6M | +0.4% | +17.1% | -16.7% | -0.6% |
| YTD | +6.7% | +19.0% | -12.4% | +5.8% |
| 1Y | +102.4% | +21.8% | +80.6% | +99.9% |
| 3Y | +417.4% | +6.4% | +411.0% | +403.1% |
| All | +417.4% | +6.5% | +410.9% | +403.1% |
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