+561.5%
HPE vs KDP
+254.4%
+307.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +6.0% |
| 7D | -7.1% | +0.3% | -7.5% | -7.3% |
| 30D | -35.3% | +16.3% | -51.6% | -37.8% |
| 3M | -10.4% | +24.0% | -34.4% | -15.4% |
| 6M | +52.5% | +30.0% | +22.5% | +41.0% |
| YTD | +100.3% | +36.1% | +64.2% | +82.0% |
| 1Y | +106.4% | +46.8% | +59.6% | +83.2% |
| 3Y | +227.4% | +30.5% | +196.9% | +193.9% |
| 5Y | +250.6% | +17.9% | +232.7% | +225.1% |
| 10Y | +365.4% | +239.3% | +126.1% | +241.8% |
| All | +561.5% | +254.4% | +307.1% | +367.0% |
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