+343.8%
HPE vs KDP
+6.3%
+337.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.9% | +7.8% |
| 7D | +10.1% | +2.1% | +8.1% | +9.9% |
| 30D | +5.3% | +8.5% | -3.2% | +4.3% |
| 3M | +12.7% | +6.6% | +6.1% | +11.3% |
| 6M | +167.7% | +17.1% | +150.6% | +159.8% |
| YTD | +135.5% | +19.0% | +116.4% | +127.4% |
| 1Y | +143.4% | +21.8% | +121.6% | +133.4% |
| 3Y | +249.2% | +6.4% | +242.7% | +239.8% |
| 5Y | +343.8% | +5.1% | +338.7% | +340.7% |
| All | +343.8% | +6.3% | +337.6% | +340.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling