+249.3%
HL vs KDP
+3.6%
+245.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.2% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | +18.8% | +9.5% | +9.3% | +16.5% |
| 3M | +43.7% | +2.6% | +41.1% | +42.6% |
| 6M | -1.0% | +15.6% | -16.7% | -4.8% |
| YTD | +8.7% | +17.3% | -8.6% | +4.3% |
| 1Y | +105.0% | +20.1% | +84.9% | +94.3% |
| 3Y | +427.3% | +4.9% | +422.4% | +408.7% |
| 5Y | +249.3% | +5.0% | +244.3% | +245.6% |
| All | +249.3% | +3.6% | +245.7% | +245.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling