-35.1%
HL vs KDP
+24.2%
-59.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.0% |
| 7D | -7.6% | -4.0% | -3.6% | -6.7% |
| 30D | -17.5% | +8.5% | -25.9% | -17.1% |
| 3M | -26.2% | +20.7% | -46.9% | -24.9% |
| 6M | -35.1% | +23.2% | -58.2% | -32.9% |
| All | -35.1% | +24.2% | -59.3% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling