+250.7%
HOOD vs KDP
+5.2%
+245.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +17.1% | +1.3% | +15.8% | +17.1% |
| 30D | +31.6% | +6.0% | +25.6% | +31.1% |
| 3M | +38.2% | +9.2% | +29.1% | +37.1% |
| 6M | +48.5% | +14.7% | +33.8% | +46.4% |
| YTD | +8.0% | +19.2% | -11.2% | +5.5% |
| 1Y | +18.7% | +15.2% | +3.5% | +16.3% |
| 3Y | +999.1% | +6.0% | +993.1% | +979.5% |
| 5Y | +181.7% | +5.4% | +176.3% | +177.1% |
| All | +250.7% | +5.2% | +245.5% | +269.9% |
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 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