+621.7%
HPE vs KDP
+210.4%
+411.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -2.3% | +6.0% | -8.3% | -3.8% |
| 3M | -2.9% | +9.2% | -12.1% | -5.8% |
| 6M | +143.6% | +14.7% | +128.9% | +132.4% |
| YTD | +118.5% | +19.2% | +99.3% | +105.8% |
| 1Y | +129.2% | +15.2% | +114.0% | +117.2% |
| 3Y | +212.5% | +6.0% | +206.5% | +198.2% |
| 5Y | +286.9% | +5.4% | +281.5% | +268.8% |
| 10Y | +432.3% | +171.9% | +260.5% | +311.4% |
| All | +621.7% | +210.4% | +411.3% | +428.2% |
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 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