+32.2%
HPQ vs KDP
+6.3%
+26.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.5% | +2.1% | -2.5% | -0.9% |
| 30D | +3.7% | +8.5% | -4.7% | +1.8% |
| 3M | +24.3% | +6.6% | +17.7% | +22.1% |
| 6M | +64.8% | +17.1% | +47.7% | +58.4% |
| YTD | +43.9% | +19.0% | +24.9% | +37.6% |
| 1Y | +11.7% | +21.8% | -10.1% | +5.9% |
| 3Y | +19.7% | +6.4% | +13.2% | +15.8% |
| 5Y | +32.2% | +5.1% | +27.1% | +32.1% |
| All | +32.2% | +6.3% | +26.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling