+370.3%
HPE vs KDP
+247.6%
+122.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +7.9% | -0.8% | +8.7% | +8.0% |
| 30D | -23.5% | +9.7% | -33.2% | -25.4% |
| 3M | -19.1% | +17.6% | -36.7% | -22.7% |
| 6M | +51.4% | +25.8% | +25.6% | +40.9% |
| YTD | +103.4% | +33.9% | +69.6% | +85.0% |
| 1Y | +114.4% | +38.9% | +75.5% | +92.8% |
| 3Y | +224.7% | +26.8% | +197.9% | +192.8% |
| 5Y | +277.8% | +16.3% | +261.4% | +250.4% |
| All | +370.3% | +247.6% | +122.7% | +258.4% |
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