+563.1%
HPE vs KR
+129.5%
+433.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.7% | +9.7% | +12.2% |
| 7D | +19.4% | -0.2% | +19.6% | +19.4% |
| 30D | +5.6% | +5.1% | +0.6% | +5.2% |
| 3M | +33.1% | -8.2% | +41.2% | +33.8% |
| 6M | +192.5% | -18.0% | +210.4% | +196.5% |
| YTD | +160.9% | -4.8% | +165.7% | +160.5% |
| 1Y | +155.0% | -11.0% | +166.0% | +155.9% |
| 3Y | +289.4% | +37.7% | +251.7% | +261.5% |
| 5Y | +395.7% | +52.8% | +342.9% | +346.5% |
| All | +563.1% | +129.5% | +433.6% | +460.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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