+114.4%
HPE vs KDP
+39.5%
+74.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -2.6% |
| 7D | +7.9% | -0.8% | +8.7% | +7.8% |
| 30D | -23.5% | +9.7% | -33.2% | -19.7% |
| 3M | -19.1% | +17.6% | -36.7% | -12.8% |
| 6M | +51.4% | +25.8% | +25.6% | +63.4% |
| YTD | +103.4% | +33.9% | +69.6% | +122.1% |
| 1Y | +114.4% | +38.9% | +75.5% | +127.2% |
| All | +114.4% | +39.5% | +74.9% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling