+256.3%
HL vs KDP
+24.9%
+231.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.9% |
| 7D | -7.6% | -4.0% | -3.6% | -7.2% |
| 30D | -17.5% | +8.5% | -25.9% | -17.6% |
| 3M | -26.2% | +20.7% | -46.9% | -26.4% |
| 6M | -35.1% | +23.2% | -58.2% | -35.3% |
| YTD | -30.4% | +30.5% | -60.9% | -30.5% |
| 1Y | -14.0% | +35.9% | -49.8% | -14.3% |
| All | +256.3% | +24.9% | +231.5% | +245.1% |
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