+35.8%
HL vs KDP
+1,283.7%
-1,247.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.8% |
| 7D | -11.1% | -0.8% | -10.3% | -10.9% |
| 30D | -12.1% | +9.7% | -21.8% | -15.1% |
| 3M | -26.1% | +17.6% | -43.7% | -30.5% |
| 6M | -37.7% | +25.8% | -63.5% | -43.3% |
| YTD | -31.7% | +33.9% | -65.6% | -39.5% |
| 1Y | -11.6% | +38.9% | -50.5% | -22.9% |
| 3Y | +249.6% | +26.8% | +222.9% | +207.1% |
| 5Y | +108.5% | +16.3% | +92.2% | +89.3% |
| 10Y | +127.0% | +248.1% | -121.2% | +22.1% |
| All | +35.8% | +1,283.7% | -1,247.9% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling