+138.4%
HON vs KDP
+173.4%
-35.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | -15.4% | +9.5% | -24.9% | -17.4% |
| 3M | -9.1% | +2.6% | -11.8% | -10.0% |
| 6M | -17.1% | +15.6% | -32.7% | -20.6% |
| YTD | +1.5% | +17.3% | -15.8% | -3.4% |
| 1Y | -1.3% | +20.1% | -21.4% | -7.0% |
| 3Y | +19.5% | +4.9% | +14.6% | +15.9% |
| 5Y | +3.1% | +5.0% | -1.9% | -0.3% |
| 10Y | +138.4% | +179.8% | -41.4% | +109.8% |
| All | +138.4% | +173.4% | -35.0% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling