+226.1%
HPQ vs KDP
+173.4%
+52.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.4% |
| 7D | +2.2% | -1.6% | +3.8% | +2.7% |
| 30D | +9.7% | +9.5% | +0.3% | +6.4% |
| 3M | +32.7% | +2.6% | +30.1% | +31.1% |
| 6M | +77.7% | +15.6% | +62.1% | +68.1% |
| YTD | +51.0% | +17.3% | +33.7% | +41.8% |
| 1Y | +18.4% | +20.1% | -1.7% | +9.9% |
| 3Y | +25.6% | +4.9% | +20.7% | +19.8% |
| 5Y | +38.6% | +5.0% | +33.6% | +31.4% |
| 10Y | +226.1% | +179.8% | +46.4% | +149.6% |
| All | +226.1% | +173.4% | +52.7% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling