+18.7%
HPQ vs KDP
+15.4%
+3.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +6.9% | +1.3% | +5.7% | +6.7% |
| 30D | +14.4% | +6.0% | +8.5% | +13.1% |
| 3M | +25.6% | +9.2% | +16.4% | +23.3% |
| 6M | +75.0% | +14.7% | +60.4% | +72.0% |
| YTD | +50.7% | +19.2% | +31.5% | +46.5% |
| 1Y | +18.7% | +15.2% | +3.5% | +13.1% |
| All | +18.7% | +15.4% | +3.3% | +13.1% |
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